+17.5%
SPRE vs SPY
+113.2%
-95.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.7% | -2.7% | +4.4% | +3.6% |
| 30D | +2.6% | -5.4% | +8.0% | +6.5% |
| 3M | -10.8% | -4.1% | -6.7% | -8.4% |
| 6M | -10.1% | +0.7% | -10.8% | -11.0% |
| YTD | -0.3% | +8.7% | -8.9% | -6.6% |
| 1Y | +2.2% | +10.9% | -8.7% | -5.8% |
| 3Y | +22.9% | +75.0% | -52.1% | -21.2% |
| 5Y | -9.5% | +67.8% | -77.3% | -41.7% |
| All | +17.5% | +113.2% | -95.7% | -35.3% |
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 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