+95.1%
SPPP vs SPY
+311.3%
-216.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +4.0% | -0.9% | +4.9% | +4.5% |
| 3M | +10.1% | +3.9% | +6.2% | +8.1% |
| 6M | -12.5% | +14.5% | -27.0% | -17.8% |
| YTD | -12.1% | +12.9% | -25.0% | -16.7% |
| 1Y | +21.3% | +19.4% | +1.9% | +12.0% |
| 3Y | +37.8% | +78.5% | -40.7% | +4.4% |
| 5Y | -8.1% | +81.8% | -89.9% | -32.0% |
| 10Y | +95.1% | +311.5% | -216.4% | -7.1% |
| All | +95.1% | +311.3% | -216.2% | -7.1% |
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