-49.2%
SPCL vs SPY
+12.9%
-62.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.8% | -2.4% |
| 7D | +18.4% | -0.9% | +19.3% | +30.6% |
| 30D | -31.5% | -2.4% | -29.1% | -14.9% |
| 3M | -54.2% | -1.2% | -53.0% | -46.7% |
| 6M | -58.0% | +3.3% | -61.3% | -59.4% |
| All | -49.2% | +12.9% | -62.1% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling