-79.8%
PLAY vs SPY
+67.0%
-146.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -1.2% |
| 7D | +0.2% | -4.7% | +4.9% | +7.2% |
| 30D | +18.7% | -5.9% | +24.6% | +29.3% |
| 3M | -22.1% | -4.5% | -17.5% | -16.7% |
| 6M | -22.1% | +1.8% | -23.9% | -24.2% |
| YTD | -49.8% | +8.3% | -58.1% | -54.7% |
| 1Y | -43.0% | +9.3% | -52.3% | -49.2% |
| 3Y | -77.6% | +74.9% | -152.4% | -89.4% |
| 5Y | -79.8% | +67.3% | -147.1% | -89.2% |
| All | -79.8% | +67.0% | -146.8% | -89.2% |
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