+87.4%
SPNT vs SPY
+473.7%
-386.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | +16.4% | +2.0% | +14.4% | +13.5% |
| 6M | +15.3% | +13.0% | +2.2% | +1.9% |
| YTD | +11.8% | +13.5% | -1.7% | -1.7% |
| 1Y | +29.9% | +20.0% | +9.9% | +8.2% |
| 3Y | +124.0% | +77.2% | +46.8% | +25.6% |
| 5Y | +159.0% | +81.9% | +77.2% | +39.2% |
| 10Y | +91.8% | +314.1% | -222.2% | -54.2% |
| All | +87.4% | +473.7% | -386.3% | -65.7% |
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