+1,090.0%
SPSC vs SPY
+737.3%
+352.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -5.1% | -0.6% | -4.5% | -4.7% |
| 30D | -4.3% | -3.7% | -0.7% | -0.8% |
| 3M | +8.3% | -2.7% | +11.0% | +11.2% |
| 6M | +43.3% | +2.2% | +41.1% | +39.1% |
| YTD | -9.2% | +10.8% | -20.0% | -19.4% |
| 1Y | -0.9% | +11.2% | -12.1% | -12.4% |
| 3Y | -52.2% | +76.5% | -128.7% | -73.8% |
| 5Y | -42.3% | +72.9% | -115.2% | -67.1% |
| 10Y | +156.7% | +304.8% | -148.1% | -36.5% |
| All | +1,090.0% | +737.3% | +352.7% | +52.6% |
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