-75.3%
PLAY vs SPY
+82.0%
-157.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -7.2% | +0.1% | -7.3% | -7.4% |
| 30D | -16.6% | +0.1% | -16.6% | -16.6% |
| 3M | -22.0% | +2.0% | -24.0% | -24.5% |
| 6M | -43.5% | +13.0% | -56.5% | -52.1% |
| YTD | -46.2% | +13.5% | -59.8% | -54.7% |
| 1Y | -64.0% | +20.0% | -83.9% | -71.8% |
| 3Y | -78.0% | +77.2% | -155.2% | -89.8% |
| All | -75.3% | +82.0% | -157.3% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling