-94.0%
SPRO vs SPY
+67.4%
-161.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -0.6% |
| 30D | -12.0% | -5.4% | -6.6% | -7.8% |
| 3M | -18.9% | -4.1% | -14.8% | -15.9% |
| 6M | -59.3% | +0.7% | -60.0% | -59.1% |
| YTD | -55.8% | +8.7% | -64.5% | -58.0% |
| 1Y | -56.9% | +10.9% | -67.8% | -59.6% |
| 3Y | -11.2% | +75.0% | -86.2% | -42.1% |
| All | -94.0% | +67.4% | -161.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling