-72.9%
SPRU vs SPY
+76.5%
-149.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.6% |
| 7D | -1.7% | -0.4% | -1.4% | -1.4% |
| 30D | -23.0% | -1.4% | -21.6% | -22.2% |
| 3M | -43.0% | +3.7% | -46.7% | -44.5% |
| 6M | -52.9% | +13.0% | -65.9% | -56.9% |
| YTD | -66.4% | +12.4% | -78.8% | -69.1% |
| 1Y | +7.5% | +18.5% | -11.0% | -5.4% |
| All | -72.9% | +76.5% | -149.5% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling