-27.6%
SPAI vs SPY
+34.5%
-62.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.6% | +11.5% |
| 7D | -3.4% | -2.7% | -0.7% | +0.8% |
| 30D | -34.4% | -5.4% | -29.0% | -28.5% |
| 3M | -29.6% | -4.1% | -25.5% | -24.9% |
| 6M | -30.9% | +0.7% | -31.6% | -30.6% |
| YTD | -25.7% | +8.7% | -34.4% | -32.6% |
| 1Y | -40.9% | +10.9% | -51.8% | -47.5% |
| All | -27.6% | +34.5% | -62.1% | -24.9% |
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