+173.4%
SPNT vs SPY
+67.5%
+105.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +1.7% | -2.7% | +4.4% | +3.3% |
| 30D | +6.9% | -5.4% | +12.3% | +10.4% |
| 3M | +11.4% | -4.1% | +15.5% | +13.9% |
| 6M | +13.1% | +0.7% | +12.4% | +11.5% |
| YTD | +20.3% | +8.7% | +11.6% | +12.3% |
| 1Y | +35.9% | +10.9% | +25.1% | +25.1% |
| 3Y | +155.9% | +75.0% | +80.9% | +66.6% |
| All | +173.4% | +67.5% | +105.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling