+24.8%
SPRE vs SPY
+120.5%
-95.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -1.5% | -0.4% | -1.2% | -1.3% |
| 30D | -4.9% | -1.4% | -3.5% | -4.0% |
| 3M | -3.6% | +3.7% | -7.3% | -6.3% |
| 6M | +0.5% | +13.0% | -12.5% | -8.2% |
| YTD | +5.9% | +12.4% | -6.5% | -3.0% |
| 1Y | +8.1% | +18.5% | -10.4% | -4.9% |
| 3Y | +21.5% | +77.6% | -56.1% | -22.6% |
| 5Y | -2.2% | +81.7% | -83.9% | -40.0% |
| All | +24.8% | +120.5% | -95.8% | -32.8% |
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