+19.8%
SPPP vs SPY
+542.3%
-522.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +5.2% | -2.7% | +7.9% | +6.6% |
| 30D | -6.9% | -5.4% | -1.5% | -4.4% |
| 3M | -16.1% | -4.1% | -12.0% | -14.3% |
| 6M | -27.0% | +0.7% | -27.7% | -27.0% |
| YTD | -29.6% | +8.7% | -38.2% | -31.9% |
| 1Y | -11.8% | +10.9% | -22.7% | -15.4% |
| 3Y | +15.0% | +75.0% | -60.0% | -11.1% |
| 5Y | -22.2% | +67.8% | -90.0% | -39.5% |
| 10Y | +73.9% | +312.9% | -239.0% | -11.0% |
| All | +19.8% | +542.3% | -522.5% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling