-97.1%
PROP vs SPY
+79.4%
-176.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.3% |
| 7D | -8.3% | -0.9% | -7.4% | -7.8% |
| 30D | -10.7% | -2.4% | -8.4% | -9.2% |
| 3M | -58.9% | -1.2% | -57.7% | -58.5% |
| 6M | -62.5% | +3.3% | -65.8% | -63.7% |
| YTD | -78.3% | +12.3% | -90.6% | -80.9% |
| 1Y | -80.2% | +12.4% | -92.7% | -82.6% |
| All | -97.1% | +79.4% | -176.4% | -99.1% |
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