-25.7%
PROF vs SPY
+168.2%
-193.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | +9.7% | -2.7% | +12.4% | +13.0% |
| 30D | +26.9% | -5.4% | +32.3% | +34.4% |
| 3M | -9.2% | -4.1% | -5.1% | -5.2% |
| 6M | -0.1% | +0.7% | -0.8% | -1.3% |
| YTD | -8.4% | +8.7% | -17.1% | -15.7% |
| 1Y | +23.2% | +10.9% | +12.4% | +11.1% |
| 3Y | -23.6% | +75.0% | -98.6% | -59.6% |
| 5Y | -36.2% | +67.8% | -104.0% | -64.3% |
| All | -25.7% | +168.2% | -193.9% | -75.6% |
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 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