+109.6%
SPNT vs SPY
+460.0%
-350.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.0% |
| 7D | +6.1% | -0.6% | +6.7% | +6.3% |
| 30D | +9.7% | -3.7% | +13.4% | +13.0% |
| 3M | +20.7% | -2.7% | +23.5% | +23.2% |
| 6M | +16.8% | +2.2% | +14.6% | +12.9% |
| YTD | +25.1% | +10.8% | +14.2% | +11.8% |
| 1Y | +35.8% | +11.2% | +24.6% | +20.9% |
| 3Y | +170.6% | +76.5% | +94.1% | +51.3% |
| 5Y | +194.1% | +72.9% | +121.2% | +65.3% |
| 10Y | +118.2% | +304.8% | -186.7% | -47.2% |
| All | +109.6% | +460.0% | -350.4% | -61.0% |
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