-47.9%
SPRU vs SPY
+14.6%
-62.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.2% |
| 7D | +3.7% | -0.7% | +4.4% | +4.0% |
| 30D | -10.9% | -1.0% | -9.9% | -10.5% |
| 3M | -40.9% | -0.3% | -40.5% | -40.7% |
| 6M | -57.5% | +7.3% | -64.8% | -56.7% |
| YTD | -72.7% | +13.3% | -86.0% | -71.2% |
| 1Y | -47.9% | +14.8% | -62.7% | -41.8% |
| All | -47.9% | +14.6% | -62.6% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling