-97.8%
SPRU vs SPY
+188.9%
-286.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -4.0% | -2.0% | -2.0% | -2.6% |
| 30D | -18.7% | -1.7% | -17.0% | -17.8% |
| 3M | -42.4% | +4.7% | -47.1% | -44.2% |
| 6M | -58.9% | +12.5% | -71.4% | -62.1% |
| YTD | -66.6% | +11.7% | -78.3% | -69.0% |
| 1Y | +5.6% | +17.5% | -11.9% | -5.6% |
| 3Y | -73.1% | +76.6% | -149.6% | -81.8% |
| 5Y | -96.6% | +82.0% | -178.7% | -97.8% |
| All | -97.8% | +188.9% | -286.7% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling