-33.0%
SPT vs SPY
+162.5%
-195.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -3.0% |
| 7D | -8.0% | +0.1% | -8.1% | -8.9% |
| 30D | +1.1% | -3.3% | +4.4% | +5.5% |
| 3M | +7.5% | -2.4% | +10.0% | +10.3% |
| 6M | +50.3% | +2.6% | +47.7% | +41.9% |
| YTD | -1.3% | +11.2% | -12.6% | -18.2% |
| 1Y | +11.2% | +13.4% | -2.2% | -10.4% |
| 3Y | -76.4% | +79.9% | -156.3% | -91.0% |
| 5Y | -92.2% | +72.2% | -164.4% | -96.5% |
| All | -33.0% | +162.5% | -195.5% | -79.9% |
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