-99.7%
PROP vs SPY
+507.3%
-607.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.6% |
| 7D | -4.7% | -4.7% | 0.0% | -3.1% |
| 30D | +3.0% | -5.9% | +9.0% | +5.3% |
| 3M | -44.2% | -4.5% | -39.6% | -43.2% |
| 6M | -66.1% | +1.8% | -67.9% | -66.3% |
| YTD | -75.9% | +8.3% | -84.2% | -76.7% |
| 1Y | -77.8% | +9.3% | -87.1% | -78.6% |
| 3Y | -97.3% | +74.9% | -172.2% | -97.7% |
| 5Y | -99.2% | +67.3% | -166.5% | -99.3% |
| 10Y | -99.7% | +311.6% | -411.3% | -99.7% |
| All | -99.7% | +507.3% | -607.0% | -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