-53.3%
PROF vs SPY
+82.0%
-135.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -13.8% | +0.1% | -13.8% | -13.9% |
| 3M | +1.5% | +2.0% | -0.5% | -0.7% |
| 6M | -7.9% | +13.0% | -20.9% | -18.2% |
| YTD | -12.5% | +13.5% | -26.0% | -22.4% |
| 1Y | +55.9% | +20.0% | +35.9% | +31.6% |
| 3Y | -23.8% | +77.2% | -101.0% | -58.3% |
| All | -53.3% | +82.0% | -135.3% | -75.7% |
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