-29.0%
PROF vs SPY
+180.2%
-209.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | -7.9% | +13.0% | -20.9% | -18.9% |
| YTD | -12.5% | +13.5% | -26.0% | -23.0% |
| 1Y | +55.9% | +20.0% | +35.9% | +29.7% |
| 3Y | -23.8% | +77.2% | -101.0% | -60.1% |
| 5Y | -55.7% | +81.9% | -137.6% | -77.3% |
| All | -29.0% | +180.2% | -209.3% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling