-96.6%
SPRU vs SPY
+72.1%
-168.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.6% |
| 7D | -12.9% | +2.6% | -15.5% | -15.5% |
| 30D | -3.4% | -2.0% | -1.4% | -1.0% |
| 3M | -22.4% | -2.8% | -19.6% | -19.6% |
| 6M | -57.0% | +2.1% | -59.1% | -57.8% |
| YTD | -72.1% | +11.5% | -83.6% | -75.3% |
| 1Y | -72.4% | +13.5% | -85.9% | -76.2% |
| 3Y | -65.5% | +77.7% | -143.1% | -83.8% |
| All | -96.6% | +72.1% | -168.7% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling