+26.1%
SPRE vs SPY
+122.8%
-96.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.3% | +0.1% | -5.3% | -5.3% |
| 3M | -1.9% | +2.0% | -3.9% | -3.5% |
| 6M | +0.5% | +13.0% | -12.6% | -8.2% |
| YTD | +7.1% | +13.5% | -6.5% | -2.6% |
| 1Y | +10.0% | +20.0% | -9.9% | -4.0% |
| 3Y | +20.8% | +77.2% | -56.4% | -22.9% |
| 5Y | -4.0% | +81.9% | -85.9% | -41.2% |
| All | +26.1% | +122.8% | -96.7% | -32.5% |
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