-52.3%
SPPL vs SPY
+14.6%
-66.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +1.7% | +11.9% | +14.2% |
| 7D | +35.5% | -0.7% | +36.2% | +34.7% |
| 30D | +38.1% | -1.0% | +39.2% | +37.2% |
| 3M | -21.0% | -0.3% | -20.6% | -21.7% |
| 6M | +7.7% | +7.3% | +0.4% | +14.2% |
| YTD | -34.4% | +13.3% | -47.7% | -18.5% |
| 1Y | -52.3% | +14.8% | -67.1% | -41.5% |
| All | -52.3% | +14.6% | -66.9% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling