-99.7%
PROP vs SPY
+304.1%
-403.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -11.0% | -0.6% | -10.4% | -11.0% |
| 30D | -16.6% | -3.7% | -12.9% | -15.3% |
| 3M | -55.5% | -2.7% | -52.7% | -54.9% |
| 6M | -61.0% | +2.2% | -63.2% | -61.4% |
| YTD | -78.5% | +10.8% | -89.4% | -79.6% |
| 1Y | -80.5% | +11.2% | -91.7% | -81.5% |
| 3Y | -97.7% | +76.5% | -174.2% | -98.2% |
| 5Y | -99.3% | +72.9% | -172.3% | -99.5% |
| 10Y | -99.7% | +304.8% | -404.6% | -99.6% |
| All | -99.7% | +304.1% | -403.9% | -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