-98.2%
SPRU vs SPY
+188.3%
-286.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.4% |
| 7D | -12.9% | +2.6% | -15.5% | -14.5% |
| 30D | -3.4% | -2.0% | -1.4% | -1.8% |
| 3M | -22.4% | -2.8% | -19.6% | -20.6% |
| 6M | -57.0% | +2.1% | -59.1% | -57.4% |
| YTD | -72.1% | +11.5% | -83.6% | -74.0% |
| 1Y | -72.4% | +13.5% | -85.9% | -74.7% |
| 3Y | -65.5% | +77.7% | -143.1% | -76.7% |
| 5Y | -96.7% | +72.6% | -169.4% | -97.8% |
| All | -98.2% | +188.3% | -286.4% | -98.8% |
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 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