-99.9%
SPRB vs SPY
+81.8%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.8% |
| 7D | +6.3% | +0.5% | +5.7% | +5.3% |
| 30D | +26.1% | -0.9% | +27.0% | +28.0% |
| 3M | +19.8% | +3.9% | +15.9% | +13.1% |
| 6M | +5.8% | +14.5% | -8.8% | -12.5% |
| YTD | -32.2% | +12.9% | -45.1% | -42.7% |
| 1Y | +556.6% | +19.4% | +537.2% | +408.6% |
| 3Y | -99.5% | +78.5% | -178.0% | -99.7% |
| 5Y | -99.9% | +81.8% | -181.6% | -99.9% |
| All | -99.9% | +81.8% | -181.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling