+80.7%
SPTL vs SPY
+593.1%
-512.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | -0.4% |
| 30D | +5.7% | -5.4% | +11.1% | +4.6% |
| 3M | +0.1% | -4.1% | +4.2% | -0.7% |
| 6M | -2.6% | +0.7% | -3.3% | -2.4% |
| YTD | -2.4% | +8.7% | -11.1% | -0.7% |
| 1Y | -3.9% | +10.9% | -14.8% | -1.8% |
| 3Y | +9.5% | +75.0% | -65.5% | +23.8% |
| 5Y | -30.2% | +67.8% | -98.0% | -21.7% |
| 10Y | -12.3% | +312.9% | -325.2% | +28.2% |
| All | +80.7% | +593.1% | -512.4% | +208.7% |
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