-91.1%
SPRO vs SPY
+226.8%
-318.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | -0.8% |
| 7D | -8.1% | -4.7% | -3.4% | -4.1% |
| 30D | -14.3% | -5.9% | -8.4% | -9.4% |
| 3M | -19.0% | -4.5% | -14.5% | -15.5% |
| 6M | -57.9% | +1.8% | -59.6% | -58.1% |
| YTD | -56.2% | +8.3% | -64.6% | -58.7% |
| 1Y | -58.0% | +9.3% | -67.4% | -60.7% |
| 3Y | -14.3% | +74.9% | -89.1% | -47.3% |
| 5Y | -94.2% | +67.3% | -161.4% | -96.2% |
| All | -91.1% | +226.8% | -318.0% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling