-93.0%
SPPL vs SPY
+75.1%
-168.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | +0.3% | +17.3% | +17.6% |
| 7D | +23.7% | -2.7% | +26.4% | +23.8% |
| 30D | +43.5% | -5.4% | +48.9% | +43.3% |
| 3M | +22.6% | -4.1% | +26.7% | +22.5% |
| 6M | +7.5% | +0.7% | +6.8% | +8.2% |
| YTD | -32.5% | +8.7% | -41.1% | -30.5% |
| 1Y | -40.3% | +10.9% | -51.2% | -38.6% |
| 3Y | -93.0% | +75.0% | -167.9% | -87.5% |
| All | -93.0% | +75.1% | -168.0% | -87.5% |
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 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