-99.7%
PROP vs SPY
+509.2%
-608.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -14.3% | -2.7% | -11.6% | -13.6% |
| 30D | -4.2% | -5.4% | +1.2% | -2.3% |
| 3M | -48.1% | -4.1% | -44.0% | -47.3% |
| 6M | -63.0% | +0.7% | -63.7% | -63.0% |
| YTD | -77.0% | +8.7% | -85.7% | -77.8% |
| 1Y | -78.9% | +10.9% | -89.7% | -79.8% |
| 3Y | -97.5% | +75.0% | -172.5% | -97.9% |
| 5Y | -99.2% | +67.8% | -167.0% | -99.3% |
| 10Y | -99.7% | +312.9% | -412.6% | -99.7% |
| All | -99.7% | +509.2% | -608.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling