+163.4%
SPNT vs SPY
+81.8%
+81.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | +4.9% | -0.9% | +5.8% | +5.5% |
| 3M | +10.5% | +3.9% | +6.6% | +7.4% |
| 6M | +15.6% | +14.5% | +1.0% | +4.7% |
| YTD | +10.3% | +12.9% | -2.6% | +0.8% |
| 1Y | +27.3% | +19.4% | +7.9% | +11.7% |
| 3Y | +132.9% | +78.5% | +54.4% | +50.4% |
| 5Y | +163.4% | +81.8% | +81.6% | +63.3% |
| All | +163.4% | +81.8% | +81.6% | +63.3% |
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