-90.7%
SPRO vs SPY
+235.6%
-326.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +1.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -10.8% | -3.3% | -7.5% | -8.0% |
| 3M | -15.1% | -2.4% | -12.7% | -13.0% |
| 6M | -58.2% | +2.6% | -60.8% | -58.8% |
| YTD | -54.1% | +11.2% | -65.3% | -57.7% |
| 1Y | -56.5% | +13.4% | -69.9% | -60.5% |
| 3Y | +1.9% | +79.9% | -78.0% | -38.9% |
| 5Y | -93.8% | +72.2% | -166.0% | -96.1% |
| All | -90.7% | +235.6% | -326.3% | -96.0% |
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