-99.8%
PROP vs SPY
+308.5%
-408.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -8.8% | +3.3% | -12.1% | -10.2% |
| 30D | -6.8% | -2.7% | -4.1% | -5.8% |
| 3M | -57.7% | -1.7% | -56.0% | -57.4% |
| 6M | -61.7% | +3.1% | -64.8% | -62.2% |
| YTD | -78.0% | +11.9% | -89.9% | -79.2% |
| 1Y | -78.4% | +12.0% | -90.4% | -79.6% |
| 3Y | -97.7% | +78.2% | -175.9% | -98.2% |
| 5Y | -99.6% | +73.2% | -172.8% | -99.7% |
| All | -99.8% | +308.5% | -408.3% | -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