-77.4%
PLAY vs SPY
+74.5%
-151.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -1.4% |
| 7D | +0.2% | -4.7% | +4.9% | +7.1% |
| 30D | +18.7% | -5.9% | +24.6% | +29.0% |
| 3M | -22.1% | -4.5% | -17.5% | -16.8% |
| 6M | -22.1% | +1.8% | -23.9% | -24.2% |
| YTD | -49.8% | +8.3% | -58.1% | -54.8% |
| 1Y | -43.0% | +9.3% | -52.3% | -49.3% |
| All | -77.4% | +74.5% | -151.9% | -90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling