+559.0%
SPRB vs SPY
+20.8%
+538.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +1.8% |
| 7D | -4.7% | +0.1% | -4.8% | -5.0% |
| 30D | +24.3% | +0.1% | +24.2% | +24.1% |
| 3M | +9.0% | +2.0% | +7.0% | +1.7% |
| 6M | +0.7% | +13.0% | -12.3% | -37.2% |
| YTD | -33.5% | +13.5% | -47.0% | -60.6% |
| 1Y | +559.0% | +20.0% | +539.1% | +132.6% |
| All | +559.0% | +20.8% | +538.2% | +132.6% |
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