-40.3%
SPPL vs SPY
+9.9%
-50.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | +0.3% | +17.3% | +17.7% |
| 7D | +23.7% | -2.7% | +26.4% | +23.7% |
| 30D | +43.5% | -5.4% | +48.9% | +41.4% |
| 3M | +22.6% | -4.1% | +26.7% | +21.2% |
| 6M | +7.5% | +0.7% | +6.8% | +11.4% |
| YTD | -32.5% | +8.7% | -41.1% | -14.7% |
| 1Y | -40.3% | +10.9% | -51.2% | -24.5% |
| All | -40.3% | +9.9% | -50.2% | -24.5% |
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