-23.2%
SPAI vs SPY
+37.6%
-60.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +2.6% |
| 7D | +5.6% | +0.1% | +5.6% | +5.8% |
| 30D | -19.2% | -3.3% | -15.9% | -14.7% |
| 3M | -28.2% | -2.4% | -25.8% | -25.3% |
| 6M | -20.8% | +2.6% | -23.3% | -22.5% |
| YTD | -21.2% | +11.2% | -32.4% | -30.8% |
| 1Y | -38.9% | +13.4% | -52.3% | -47.5% |
| All | -23.2% | +37.6% | -60.8% | -22.9% |
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