-77.5%
SPRY vs SPY
+126.8%
-204.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +4.9% | +0.1% | +4.8% | +4.9% |
| 3M | -38.0% | +2.0% | -40.0% | -39.5% |
| 6M | -37.8% | +13.0% | -50.8% | -45.4% |
| YTD | -51.8% | +13.5% | -65.3% | -57.8% |
| 1Y | -47.4% | +20.0% | -67.4% | -56.0% |
| 3Y | -21.0% | +77.2% | -98.1% | -54.7% |
| 5Y | -73.2% | +81.9% | -155.1% | -84.5% |
| All | -77.5% | +126.8% | -204.3% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling