+3.5%
PYPY vs SPY
+82.3%
-78.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -0.4% | +2.6% | -3.0% | -2.6% |
| 30D | +4.8% | -2.0% | +6.7% | +6.4% |
| 3M | -4.0% | -2.8% | -1.3% | -1.8% |
| 6M | +21.9% | +2.1% | +19.8% | +19.1% |
| YTD | -2.9% | +11.5% | -14.4% | -12.7% |
| 1Y | -12.0% | +13.5% | -25.4% | -22.1% |
| 3Y | +8.1% | +77.7% | -69.6% | -42.7% |
| All | +3.5% | +82.3% | -78.8% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling