-30.8%
SPTL vs SPY
+74.0%
-104.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -2.6% | +3.3% | -5.8% | -2.8% |
| 30D | +2.0% | -2.7% | +4.7% | +2.2% |
| 3M | -1.7% | -1.7% | +0.1% | -1.6% |
| 6M | -3.5% | +3.1% | -6.6% | -3.7% |
| YTD | -4.5% | +11.9% | -16.4% | -5.3% |
| 1Y | -6.3% | +12.0% | -18.3% | -7.1% |
| 3Y | +5.9% | +78.2% | -72.3% | +1.7% |
| 5Y | -30.8% | +73.2% | -104.0% | -35.7% |
| All | -30.8% | +74.0% | -104.8% | -35.7% |
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 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