-97.5%
PROP vs SPY
+75.1%
-172.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.7% |
| 7D | -14.3% | -2.7% | -11.6% | -12.6% |
| 30D | -4.2% | -5.4% | +1.2% | +0.3% |
| 3M | -48.1% | -4.1% | -44.0% | -46.3% |
| 6M | -63.0% | +0.7% | -63.7% | -63.3% |
| YTD | -77.0% | +8.7% | -85.7% | -79.1% |
| 1Y | -78.9% | +10.9% | -89.7% | -81.3% |
| 3Y | -97.5% | +75.0% | -172.5% | -99.2% |
| All | -97.5% | +75.1% | -172.6% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling