+26.7%
SPRE vs SPY
+78.0%
-51.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +3.5% | -3.3% | +6.9% | +5.4% |
| 3M | -9.5% | -2.4% | -7.1% | -8.3% |
| 6M | -7.6% | +2.6% | -10.2% | -9.3% |
| YTD | +1.6% | +11.2% | -9.6% | -5.3% |
| 1Y | +2.8% | +13.4% | -10.6% | -5.3% |
| 3Y | +26.7% | +79.9% | -53.2% | -27.3% |
| All | +26.7% | +78.0% | -51.3% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling