-84.4%
SPIR vs SPY
+148.3%
-232.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.3% |
| 7D | +1.0% | +0.5% | +0.4% | 0.0% |
| 30D | -15.3% | -0.9% | -14.3% | -13.9% |
| 3M | -28.7% | +3.9% | -32.6% | -32.7% |
| 6M | +27.1% | +14.5% | +12.6% | +3.3% |
| YTD | +61.9% | +12.9% | +48.9% | +35.6% |
| 1Y | +35.5% | +19.4% | +16.1% | +6.4% |
| 3Y | +124.8% | +78.5% | +46.4% | -2.0% |
| 5Y | -86.5% | +81.8% | -168.2% | -94.1% |
| All | -84.4% | +148.3% | -232.6% | -93.2% |
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