-27.0%
SPT vs SPY
+17.9%
-44.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -10.7% | -0.4% | -10.3% | -10.3% |
| 30D | +0.8% | -1.4% | +2.2% | +2.1% |
| 3M | +45.5% | +3.7% | +41.8% | +41.3% |
| 6M | +62.1% | +13.0% | +49.1% | +42.9% |
| YTD | -10.1% | +12.4% | -22.5% | -20.2% |
| All | -27.0% | +17.9% | -44.9% | -40.1% |
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