+1.9%
SPRO vs SPY
+78.0%
-76.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +2.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -10.8% | -3.3% | -7.5% | -8.5% |
| 3M | -15.1% | -2.4% | -12.7% | -13.3% |
| 6M | -58.2% | +2.6% | -60.8% | -58.5% |
| YTD | -54.1% | +11.2% | -65.3% | -56.5% |
| 1Y | -56.5% | +13.4% | -69.9% | -59.1% |
| 3Y | +1.9% | +79.9% | -78.0% | -23.7% |
| All | +1.9% | +78.0% | -76.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling