+69.1%
SPRX vs SPY
+84.0%
-14.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.5% |
| 7D | +10.7% | +2.6% | +8.1% | +5.6% |
| 30D | -20.8% | -2.0% | -18.8% | -16.2% |
| 3M | -31.9% | -2.8% | -29.1% | -26.4% |
| 6M | -31.3% | +2.1% | -33.4% | -31.1% |
| YTD | -12.3% | +11.5% | -23.8% | -24.3% |
| 1Y | -9.4% | +13.5% | -22.9% | -23.9% |
| 3Y | +92.5% | +77.7% | +14.8% | -23.0% |
| 5Y | +45.2% | +72.6% | -27.5% | -36.9% |
| All | +69.1% | +84.0% | -14.9% | -33.4% |
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