-92.2%
SPT vs SPY
+71.5%
-163.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -3.7% |
| 7D | -8.0% | +0.1% | -8.1% | -9.1% |
| 30D | +1.1% | -3.3% | +4.4% | +6.4% |
| 3M | +7.5% | -2.4% | +10.0% | +10.8% |
| 6M | +50.3% | +2.6% | +47.7% | +39.6% |
| YTD | -1.3% | +11.2% | -12.6% | -22.2% |
| 1Y | +11.2% | +13.4% | -2.2% | -15.5% |
| 3Y | -76.4% | +79.9% | -156.3% | -93.9% |
| 5Y | -92.2% | +72.2% | -164.4% | -97.4% |
| All | -92.2% | +71.5% | -163.6% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling