-100.0%
SPRC vs SPY
+81.7%
-181.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.2% |
| 7D | -10.1% | +0.5% | -10.6% | -10.5% |
| 30D | -26.4% | -0.9% | -25.5% | -25.9% |
| 3M | -51.1% | +3.9% | -54.9% | -52.8% |
| 6M | -8.4% | +14.5% | -23.0% | -18.5% |
| YTD | -58.3% | +12.9% | -71.3% | -62.4% |
| 1Y | -74.6% | +19.4% | -93.9% | -78.0% |
| 3Y | -99.3% | +78.5% | -177.7% | -99.5% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +81.7% | -181.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling