-95.2%
SPPL vs SPY
+78.1%
-173.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.8% |
| 7D | -2.1% | +2.6% | -4.7% | -2.0% |
| 30D | +62.4% | -2.0% | +64.4% | +62.4% |
| 3M | +16.6% | -2.8% | +19.4% | +16.4% |
| 6M | +1.4% | +2.1% | -0.7% | +2.0% |
| YTD | -33.9% | +11.5% | -45.4% | -31.9% |
| 1Y | -45.4% | +13.5% | -58.9% | -43.8% |
| 3Y | -95.2% | +77.7% | -172.9% | -92.3% |
| All | -95.2% | +78.1% | -173.3% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling