-93.3%
SPPL vs SPY
+76.6%
-169.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +7.8% | +3.3% | +4.5% | +7.9% |
| 30D | +38.4% | -2.7% | +41.1% | +38.3% |
| 3M | +9.1% | -1.7% | +10.9% | +9.0% |
| 6M | -5.4% | +3.1% | -8.5% | -4.8% |
| YTD | -38.1% | +11.9% | -50.0% | -36.3% |
| 1Y | -47.5% | +12.0% | -59.5% | -46.0% |
| 3Y | -94.6% | +78.2% | -172.7% | -93.0% |
| All | -93.3% | +76.6% | -169.8% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling