-24.1%
SPSC vs SPY
+20.8%
-44.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +14.3% | +0.1% | +14.2% | +14.3% |
| 3M | +48.0% | +2.0% | +46.0% | +47.5% |
| 6M | +33.5% | +13.0% | +20.5% | +26.7% |
| YTD | -6.9% | +13.5% | -20.4% | -11.6% |
| 1Y | -24.1% | +20.0% | -44.1% | -35.0% |
| All | -24.1% | +20.8% | -44.9% | -35.0% |
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