-57.9%
SPRO vs SPY
+2.1%
-59.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | +3.4% |
| 7D | -8.1% | -4.7% | -3.4% | +0.5% |
| 30D | -14.3% | -5.9% | -8.4% | -3.7% |
| 3M | -19.0% | -4.5% | -14.5% | -11.5% |
| 6M | -57.9% | +1.8% | -59.6% | -59.1% |
| All | -57.9% | +2.1% | -59.9% | -59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling