-99.3%
SPRB vs SPY
+78.1%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.6% |
| 7D | -7.0% | +2.6% | -9.6% | -10.7% |
| 30D | +11.1% | -2.0% | +13.1% | +15.3% |
| 3M | -13.0% | -2.8% | -10.2% | -8.6% |
| 6M | -24.7% | +2.1% | -26.9% | -26.7% |
| YTD | -50.3% | +11.5% | -61.8% | -57.5% |
| 1Y | -61.5% | +13.5% | -75.0% | -68.0% |
| 3Y | -99.3% | +77.7% | -177.0% | -99.4% |
| All | -99.3% | +78.1% | -177.4% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling