-91.3%
SPRO vs SPY
+236.4%
-327.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.9% | +2.6% | -5.5% | -5.0% |
| 30D | -10.7% | -2.0% | -8.7% | -8.9% |
| 3M | -19.4% | -2.8% | -16.6% | -17.1% |
| 6M | -59.0% | +2.1% | -61.2% | -59.4% |
| YTD | -57.1% | +11.5% | -68.6% | -60.5% |
| 1Y | -59.0% | +13.5% | -72.5% | -62.8% |
| 3Y | -9.9% | +77.7% | -87.6% | -45.4% |
| 5Y | -94.0% | +72.6% | -166.7% | -96.3% |
| All | -91.3% | +236.4% | -327.7% | -96.3% |
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 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