+25.0%
SPRX vs SPY
+17.9%
+7.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.9% |
| 7D | +9.2% | -0.4% | +9.5% | +10.1% |
| 30D | -1.2% | -1.4% | +0.1% | +2.8% |
| 3M | -11.1% | +3.7% | -14.8% | -18.9% |
| 6M | +20.0% | +13.0% | +7.0% | -11.2% |
| YTD | +20.1% | +12.4% | +7.7% | -9.6% |
| All | +25.0% | +17.9% | +7.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling