-47.5%
SPPL vs SPY
+11.8%
-59.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | +7.8% | +3.3% | +4.5% | +8.5% |
| 30D | +38.4% | -2.7% | +41.1% | +37.0% |
| 3M | +9.1% | -1.7% | +10.9% | +8.0% |
| 6M | -5.4% | +3.1% | -8.5% | -1.9% |
| YTD | -38.1% | +11.9% | -50.0% | -20.4% |
| 1Y | -47.5% | +12.0% | -59.5% | -32.6% |
| All | -47.5% | +11.8% | -59.3% | -32.6% |
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 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