-81.9%
PLAY vs SPY
+304.1%
-386.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | -1.9% | -0.6% | -1.4% | -0.7% |
| 30D | +16.8% | -3.7% | +20.5% | +24.4% |
| 3M | -18.2% | -2.7% | -15.4% | -14.2% |
| 6M | -21.8% | +2.2% | -24.0% | -24.8% |
| YTD | -50.3% | +10.8% | -61.1% | -57.6% |
| 1Y | -41.6% | +11.2% | -52.8% | -50.5% |
| 3Y | -77.2% | +76.5% | -153.7% | -91.0% |
| 5Y | -78.9% | +72.9% | -151.9% | -91.2% |
| 10Y | -81.9% | +304.8% | -386.8% | -98.3% |
| All | -81.9% | +304.1% | -386.1% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling