-99.7%
PROP vs SPY
+305.6%
-405.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.7% | -5.4% |
| 7D | -16.0% | +0.1% | -16.1% | -16.2% |
| 30D | -14.5% | -3.3% | -11.2% | -13.4% |
| 3M | -53.4% | -2.4% | -51.0% | -53.0% |
| 6M | -60.0% | +2.6% | -62.6% | -60.5% |
| YTD | -78.0% | +11.2% | -89.2% | -79.1% |
| 1Y | -80.6% | +13.4% | -94.0% | -81.8% |
| 3Y | -97.6% | +79.9% | -177.5% | -98.1% |
| 5Y | -99.3% | +72.2% | -171.5% | -99.5% |
| All | -99.7% | +305.6% | -405.3% | -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