-31.3%
SPT vs SPY
+165.0%
-196.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.5% |
| 7D | +5.8% | -0.9% | +6.8% | +6.8% |
| 30D | +3.3% | -2.4% | +5.7% | +6.2% |
| 3M | +15.2% | -1.2% | +16.3% | +15.9% |
| 6M | +73.9% | +3.3% | +70.6% | +62.7% |
| YTD | +1.2% | +12.3% | -11.1% | -17.2% |
| 1Y | +10.3% | +12.4% | -2.1% | -9.9% |
| 3Y | -76.9% | +78.8% | -155.7% | -91.1% |
| 5Y | -91.3% | +75.2% | -166.5% | -96.2% |
| All | -31.3% | +165.0% | -196.3% | -79.7% |
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