+67.2%
SPPP vs SPY
+304.1%
-236.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +9.4% | -0.6% | +10.0% | +9.6% |
| 30D | -8.6% | -3.7% | -4.9% | -6.9% |
| 3M | -15.8% | -2.7% | -13.1% | -14.6% |
| 6M | -25.2% | +2.2% | -27.3% | -25.8% |
| YTD | -28.8% | +10.8% | -39.6% | -31.9% |
| 1Y | -14.4% | +11.2% | -25.7% | -18.2% |
| 3Y | +27.0% | +76.5% | -49.5% | -2.9% |
| 5Y | -24.4% | +72.9% | -97.3% | -42.4% |
| 10Y | +67.2% | +304.8% | -237.6% | -14.2% |
| All | +67.2% | +304.1% | -236.9% | -14.2% |
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