-87.4%
SPRY vs SPY
+122.2%
-209.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +2.4% | +10.5% | +10.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.9% |
| 30D | -25.5% | -3.3% | -22.2% | -22.2% |
| 3M | -48.9% | -2.4% | -46.4% | -47.1% |
| 6M | -64.0% | +2.6% | -66.5% | -64.7% |
| YTD | -73.0% | +11.2% | -84.2% | -75.6% |
| 1Y | -64.4% | +13.4% | -77.8% | -68.3% |
| 3Y | -8.2% | +79.9% | -88.1% | -48.0% |
| 5Y | -62.5% | +72.2% | -134.7% | -76.4% |
| All | -87.4% | +122.2% | -209.6% | -94.3% |
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