-84.6%
SPIR vs SPY
+149.6%
-234.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.5% |
| 7D | -9.0% | +0.1% | -9.1% | -9.2% |
| 30D | -7.1% | +0.1% | -7.2% | -7.2% |
| 3M | -40.2% | +2.0% | -42.2% | -41.4% |
| 6M | +29.9% | +13.0% | +16.9% | +7.8% |
| YTD | +59.7% | +13.5% | +46.2% | +32.6% |
| 1Y | +36.8% | +20.0% | +16.8% | +6.5% |
| 3Y | +118.6% | +77.2% | +41.4% | -3.8% |
| 5Y | -87.4% | +81.9% | -169.2% | -94.5% |
| All | -84.6% | +149.6% | -234.2% | -93.4% |
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