+123.9%
SPRX vs SPY
+84.4%
+39.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.1% |
| 7D | +4.7% | -2.0% | +6.7% | +8.8% |
| 30D | -5.6% | -1.7% | -3.9% | -2.4% |
| 3M | -11.2% | +4.7% | -15.9% | -17.5% |
| 6M | +16.6% | +12.5% | +4.1% | -3.8% |
| YTD | +16.1% | +11.7% | +4.4% | -2.4% |
| 1Y | +20.9% | +17.5% | +3.4% | -6.3% |
| 3Y | +142.2% | +76.6% | +65.6% | -4.0% |
| 5Y | +111.9% | +82.0% | +29.9% | -16.8% |
| All | +123.9% | +84.4% | +39.5% | -14.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling