-25.5%
SPAI vs SPY
+20.8%
-46.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | +12.1% | +0.1% | +12.1% | +12.0% |
| 3M | -18.5% | +2.0% | -20.5% | -21.5% |
| 6M | +6.8% | +13.0% | -6.3% | -20.1% |
| YTD | +17.8% | +13.5% | +4.2% | -13.6% |
| 1Y | -25.5% | +20.0% | -45.5% | -47.6% |
| All | -25.5% | +20.8% | -46.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling