-85.7%
SPRY vs SPY
+121.4%
-207.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.7% |
| 7D | +17.0% | -0.6% | +17.6% | +18.5% |
| 30D | -15.6% | -3.7% | -11.9% | -11.6% |
| 3M | -39.6% | -2.7% | -36.8% | -37.3% |
| 6M | -59.2% | +2.2% | -61.3% | -59.8% |
| YTD | -69.4% | +10.8% | -80.2% | -72.3% |
| 1Y | -59.8% | +11.2% | -71.0% | -63.5% |
| 3Y | -4.3% | +76.5% | -80.8% | -44.8% |
| 5Y | -56.6% | +72.9% | -129.6% | -72.9% |
| All | -85.7% | +121.4% | -207.1% | -93.6% |
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 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