+131.5%
SPRX vs SPY
+85.5%
+46.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.4% |
| 7D | +9.2% | -0.4% | +9.5% | +9.8% |
| 30D | -1.2% | -1.4% | +0.1% | +1.4% |
| 3M | -11.1% | +3.7% | -14.8% | -15.9% |
| 6M | +20.0% | +13.0% | +7.0% | -1.8% |
| YTD | +20.1% | +12.4% | +7.7% | -0.2% |
| 1Y | +28.9% | +18.5% | +10.4% | -1.8% |
| 3Y | +150.5% | +77.6% | +72.8% | -1.9% |
| 5Y | +118.9% | +81.7% | +37.2% | -14.1% |
| All | +131.5% | +85.5% | +46.0% | -12.3% |
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