-59.2%
SPAL vs SPY
+0.6%
-59.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +0.5% |
| 7D | +6.3% | +0.1% | +6.2% | +6.0% |
| 30D | -27.5% | -3.3% | -24.2% | -11.2% |
| 3M | +1.6% | -2.4% | +4.1% | +20.4% |
| All | -59.2% | +0.6% | -59.8% | -55.3% |
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 · Available span rolling