-47.2%
PROF vs SPY
+76.2%
-123.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +0.8% |
| 7D | +23.9% | -0.7% | +24.6% | +24.5% |
| 30D | +18.7% | -1.0% | +19.8% | +19.7% |
| 3M | -14.4% | -0.3% | -14.0% | -14.2% |
| 6M | +6.9% | +7.3% | -0.5% | -0.8% |
| YTD | -9.0% | +13.3% | -22.3% | -19.3% |
| 1Y | +21.6% | +14.8% | +6.8% | +6.5% |
| 3Y | -25.4% | +82.9% | -108.3% | -60.7% |
| 5Y | -47.2% | +75.6% | -122.7% | -72.2% |
| All | -47.2% | +76.2% | -123.3% | -72.2% |
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