-100.0%
SPRC vs SPY
+82.7%
-182.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | -19.6% | +0.1% | -19.7% | -19.7% |
| 30D | -23.2% | +0.1% | -23.3% | -23.3% |
| 3M | -54.2% | +2.0% | -56.2% | -55.2% |
| 6M | +2.1% | +13.0% | -10.9% | -8.1% |
| YTD | -56.8% | +13.5% | -70.3% | -61.2% |
| 1Y | -72.4% | +20.0% | -92.4% | -76.2% |
| 3Y | -99.3% | +77.2% | -176.5% | -99.5% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +82.7% | -182.7% | -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 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