-99.2%
PROP vs SPY
+82.0%
-181.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.5% |
| 7D | -19.0% | +0.1% | -19.1% | -19.0% |
| 30D | -37.9% | +0.1% | -37.9% | -37.8% |
| 3M | -48.0% | +2.0% | -50.0% | -49.0% |
| 6M | -70.4% | +13.0% | -83.4% | -74.0% |
| YTD | -73.2% | +13.5% | -86.7% | -76.6% |
| 1Y | -79.5% | +20.0% | -99.5% | -83.1% |
| 3Y | -96.0% | +77.2% | -173.1% | -97.7% |
| All | -99.2% | +82.0% | -181.3% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling