-99.9%
SPRB vs SPY
+141.1%
-241.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +24.3% | +0.1% | +24.2% | +24.3% |
| 3M | +9.0% | +2.0% | +7.0% | +6.2% |
| 6M | +0.7% | +13.0% | -12.3% | -13.8% |
| YTD | -33.5% | +13.5% | -47.0% | -43.4% |
| 1Y | +559.0% | +20.0% | +539.1% | +418.8% |
| 3Y | -99.5% | +77.2% | -176.7% | -99.7% |
| 5Y | -99.9% | +81.9% | -181.7% | -99.9% |
| All | -99.9% | +141.1% | -241.0% | -100.0% |
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