-87.8%
SPIR vs SPY
+144.6%
-232.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +5.1% |
| 7D | +10.8% | +0.1% | +10.7% | +10.9% |
| 30D | -7.9% | -3.3% | -4.6% | -1.6% |
| 3M | -34.0% | -2.4% | -31.6% | -30.6% |
| 6M | -48.8% | +2.6% | -51.4% | -49.9% |
| YTD | +26.1% | +11.2% | +14.9% | +9.3% |
| 1Y | +6.4% | +13.4% | -7.0% | -9.8% |
| 3Y | +102.6% | +79.9% | +22.7% | -12.1% |
| 5Y | -77.9% | +72.2% | -150.1% | -90.4% |
| All | -87.8% | +144.6% | -232.4% | -94.6% |
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 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