-61.9%
SPRB vs SPY
+12.5%
-74.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.5% |
| 7D | +0.4% | +3.3% | -2.9% | -5.6% |
| 30D | +6.3% | -2.7% | +9.0% | +12.3% |
| 3M | -8.9% | -1.7% | -7.1% | -5.7% |
| 6M | -24.3% | +3.1% | -27.4% | -29.2% |
| YTD | -50.8% | +11.9% | -62.7% | -62.6% |
| All | -61.9% | +12.5% | -74.4% | -71.8% |
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