-45.0%
SPAI vs SPY
+14.6%
-59.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -7.3% |
| 7D | -10.0% | -0.7% | -9.3% | -8.6% |
| 30D | -30.4% | -1.0% | -29.3% | -28.8% |
| 3M | -32.4% | -0.3% | -32.0% | -32.0% |
| 6M | -32.2% | +7.3% | -39.6% | -41.8% |
| YTD | -26.7% | +13.3% | -40.0% | -46.2% |
| 1Y | -45.0% | +14.8% | -59.8% | -61.0% |
| All | -45.0% | +14.6% | -59.7% | -61.0% |
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