-19.0%
SPPP vs SPY
+11.8%
-30.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | -1.3% | +3.3% | -4.6% | -6.0% |
| 30D | -9.6% | -2.7% | -7.0% | -5.9% |
| 3M | -18.0% | -1.7% | -16.3% | -15.9% |
| 6M | -29.1% | +3.1% | -32.2% | -33.0% |
| YTD | -30.5% | +11.9% | -42.4% | -42.6% |
| 1Y | -19.0% | +12.0% | -31.0% | -32.9% |
| All | -19.0% | +11.8% | -30.8% | -32.9% |
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