-91.1%
SPRO vs SPY
+238.8%
-329.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -3.8% |
| 30D | -13.6% | -2.4% | -11.2% | -11.6% |
| 3M | -17.1% | -1.2% | -15.9% | -16.0% |
| 6M | -60.0% | +3.3% | -63.3% | -60.8% |
| YTD | -56.2% | +12.3% | -68.5% | -60.0% |
| 1Y | -61.1% | +12.4% | -73.5% | -64.4% |
| 3Y | -8.1% | +78.8% | -86.9% | -44.6% |
| 5Y | -94.0% | +75.2% | -169.1% | -96.3% |
| All | -91.1% | +238.8% | -329.9% | -96.2% |
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