-89.5%
SPRO vs SPY
+242.6%
-332.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -4.0% | +0.1% | -4.0% | -4.0% |
| 3M | -59.4% | +2.0% | -61.4% | -59.9% |
| 6M | -47.2% | +13.0% | -60.2% | -52.1% |
| YTD | -48.1% | +13.5% | -61.6% | -53.1% |
| 1Y | -43.5% | +20.0% | -63.4% | -51.1% |
| 3Y | -20.4% | +77.2% | -97.6% | -51.7% |
| 5Y | -93.2% | +81.9% | -175.1% | -96.0% |
| All | -89.5% | +242.6% | -332.0% | -95.6% |
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