-35.4%
SPAI vs SPY
+34.0%
-69.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.4% | -5.1% | -3.0% |
| 7D | -18.6% | -4.7% | -13.9% | -12.3% |
| 30D | -32.7% | -5.9% | -26.8% | -26.1% |
| 3M | -36.8% | -4.5% | -32.3% | -32.2% |
| 6M | -35.8% | +1.8% | -37.6% | -36.5% |
| YTD | -33.7% | +8.3% | -42.0% | -39.5% |
| 1Y | -51.4% | +9.3% | -60.8% | -56.1% |
| All | -35.4% | +34.0% | -69.4% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling