-55.7%
SPSC vs SPY
+78.7%
-134.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.2% |
| 7D | -4.7% | +0.5% | -5.3% | -5.3% |
| 30D | +7.7% | -0.9% | +8.6% | +8.9% |
| 3M | +43.1% | +3.9% | +39.2% | +37.0% |
| 6M | +24.0% | +14.5% | +9.5% | +5.7% |
| YTD | -11.4% | +12.9% | -24.3% | -23.1% |
| 1Y | -28.5% | +19.4% | -47.9% | -42.3% |
| 3Y | -55.7% | +78.5% | -134.2% | -79.8% |
| All | -55.7% | +78.7% | -134.4% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling