+52.5%
SPE vs SPY
+78.1%
-25.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.7% | +2.6% | -1.8% | -0.7% |
| 30D | -1.2% | -2.0% | +0.7% | -0.2% |
| 3M | -9.0% | -2.8% | -6.2% | -7.7% |
| 6M | -11.2% | +2.1% | -13.3% | -12.3% |
| YTD | -10.2% | +11.5% | -21.7% | -15.6% |
| 1Y | -8.1% | +13.5% | -21.6% | -14.4% |
| 3Y | +52.5% | +77.7% | -25.2% | +7.8% |
| All | +52.5% | +78.1% | -25.6% | +7.8% |
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