-99.7%
PROP vs SPY
+307.0%
-406.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.2% |
| 7D | +8.7% | +2.6% | +6.1% | +7.5% |
| 30D | +14.9% | -2.0% | +16.9% | +15.7% |
| 3M | -49.6% | -2.8% | -46.9% | -49.1% |
| 6M | -54.8% | +2.1% | -56.9% | -55.2% |
| YTD | -75.0% | +11.5% | -86.5% | -76.3% |
| 1Y | -75.4% | +13.5% | -88.9% | -76.9% |
| 3Y | -96.6% | +77.7% | -174.3% | -97.3% |
| 5Y | -99.5% | +72.6% | -172.1% | -99.6% |
| All | -99.7% | +307.0% | -406.7% | -99.6% |
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