+52.1%
SPPP vs SPY
+571.1%
-519.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +6.4% | +0.1% | +6.4% | +6.4% |
| 3M | +3.3% | +2.0% | +1.3% | +2.5% |
| 6M | -13.6% | +13.0% | -26.6% | -18.2% |
| YTD | -10.6% | +13.5% | -24.1% | -15.4% |
| 1Y | +23.3% | +20.0% | +3.4% | +13.9% |
| 3Y | +35.2% | +77.2% | -42.0% | +3.7% |
| 5Y | -11.5% | +81.9% | -93.4% | -33.9% |
| 10Y | +106.6% | +314.1% | -207.5% | +5.1% |
| All | +52.1% | +571.1% | -519.0% | -39.7% |
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