-97.7%
SPRU vs SPY
+193.6%
-291.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -25.5% | +0.1% | -25.6% | -25.6% |
| 3M | -37.5% | +2.0% | -39.5% | -38.3% |
| 6M | -52.4% | +13.0% | -65.4% | -56.2% |
| YTD | -65.0% | +13.5% | -78.6% | -67.9% |
| 1Y | +14.1% | +20.0% | -5.9% | +0.6% |
| 3Y | -71.8% | +77.2% | -149.0% | -81.0% |
| 5Y | -96.7% | +81.9% | -178.6% | -97.8% |
| All | -97.7% | +193.6% | -291.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling