-51.2%
SPCL vs SPY
+11.8%
-63.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.3% | +2.4% | +20.9% | +7.9% |
| 7D | +11.6% | +0.1% | +11.5% | +12.9% |
| 30D | -36.9% | -3.3% | -33.6% | -16.5% |
| 3M | -56.9% | -2.4% | -54.5% | -45.5% |
| 6M | -56.4% | +2.6% | -58.9% | -55.7% |
| All | -51.2% | +11.8% | -63.0% | -66.0% |
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 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