+115.3%
SPNT vs SPY
+308.5%
-193.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +2.1% | +3.3% | -1.2% | -0.9% |
| 30D | +6.2% | -2.7% | +8.9% | +8.4% |
| 3M | +17.1% | -1.7% | +18.8% | +18.3% |
| 6M | +17.4% | +3.1% | +14.3% | +12.6% |
| YTD | +22.5% | +11.9% | +10.6% | +8.5% |
| 1Y | +32.3% | +12.0% | +20.3% | +17.1% |
| 3Y | +164.9% | +78.2% | +86.7% | +46.2% |
| 5Y | +196.9% | +73.2% | +123.7% | +66.4% |
| All | +115.3% | +308.5% | -193.2% | -53.2% |
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