-88.8%
SPRY vs SPY
+117.0%
-205.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +4.9% |
| 7D | -17.5% | -2.7% | -14.8% | -14.6% |
| 30D | -36.0% | -5.4% | -30.6% | -31.8% |
| 3M | -49.7% | -4.1% | -45.6% | -47.0% |
| 6M | -69.9% | +0.7% | -70.6% | -70.0% |
| YTD | -76.1% | +8.7% | -84.7% | -77.9% |
| 1Y | -66.0% | +10.9% | -76.8% | -69.0% |
| 3Y | -22.1% | +75.0% | -97.1% | -54.6% |
| 5Y | -68.3% | +67.8% | -136.1% | -79.6% |
| All | -88.8% | +117.0% | -205.9% | -94.9% |
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