-97.9%
SPRU vs SPY
+191.3%
-289.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -4.1% |
| 7D | -7.9% | -0.8% | -7.1% | -7.4% |
| 30D | -22.6% | -1.1% | -21.6% | -22.2% |
| 3M | -43.1% | +3.9% | -46.9% | -44.5% |
| 6M | -60.5% | +13.6% | -74.1% | -63.8% |
| YTD | -67.8% | +12.7% | -80.5% | -70.3% |
| 1Y | -1.8% | +17.5% | -19.3% | -12.2% |
| 3Y | -74.1% | +76.9% | -151.0% | -82.5% |
| 5Y | -96.7% | +83.6% | -180.3% | -97.8% |
| All | -97.9% | +191.3% | -289.2% | -98.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling