-39.0%
SPT vs SPY
+165.3%
-204.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | -10.7% | -0.4% | -10.3% | -10.1% |
| 30D | +0.8% | -1.4% | +2.2% | +3.0% |
| 3M | +45.5% | +3.7% | +41.8% | +37.0% |
| 6M | +62.1% | +13.0% | +49.1% | +32.8% |
| YTD | -10.1% | +12.4% | -22.5% | -25.7% |
| 1Y | -33.1% | +18.5% | -51.6% | -49.0% |
| 3Y | -79.9% | +77.6% | -157.5% | -92.0% |
| 5Y | -92.1% | +81.7% | -173.8% | -96.7% |
| All | -39.0% | +165.3% | -204.2% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling