-93.3%
SPPL vs SPY
+75.5%
-168.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.4% | -10.7% | -8.3% |
| 7D | +14.2% | +0.1% | +14.2% | +14.5% |
| 30D | +38.4% | -3.3% | +41.7% | +38.3% |
| 3M | +3.5% | -2.4% | +6.0% | +3.4% |
| 6M | -4.0% | +2.6% | -6.6% | -3.4% |
| YTD | -38.1% | +11.2% | -49.4% | -36.3% |
| 1Y | -49.7% | +13.4% | -63.1% | -48.3% |
| 3Y | -94.2% | +79.9% | -174.1% | -92.5% |
| All | -93.3% | +75.5% | -168.8% | -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