+1,095.6%
SPSC vs SPY
+742.3%
+353.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -3.4% |
| 30D | -4.7% | -2.0% | -2.7% | -2.9% |
| 3M | +2.4% | -2.8% | +5.2% | +5.3% |
| 6M | +62.9% | +2.1% | +60.8% | +58.3% |
| YTD | -8.8% | +11.5% | -20.3% | -19.5% |
| 1Y | -1.2% | +13.5% | -14.6% | -14.4% |
| 3Y | -52.7% | +77.7% | -130.4% | -74.2% |
| 5Y | -44.5% | +72.6% | -117.1% | -68.3% |
| 10Y | +147.2% | +308.2% | -160.9% | -39.4% |
| All | +1,095.6% | +742.3% | +353.3% | +52.4% |
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