+827.6%
SPE vs SPY
+2,976.2%
-2,148.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +2.2% | +0.1% | +2.2% | +2.2% |
| 3M | -1.0% | +2.0% | -3.0% | -1.6% |
| 6M | -3.0% | +13.0% | -16.0% | -6.5% |
| YTD | -1.1% | +13.5% | -14.6% | -4.7% |
| 1Y | -0.4% | +20.0% | -20.3% | -5.6% |
| 3Y | +61.9% | +77.2% | -15.3% | +37.1% |
| 5Y | +46.5% | +81.9% | -35.4% | +22.5% |
| 10Y | +155.3% | +314.1% | -158.8% | +77.1% |
| All | +827.6% | +2,976.2% | -2,148.6% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling