+80.7%
SPTL vs SPY
+624.2%
-543.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.5% | +0.1% | -0.5% | -0.4% |
| 3M | -2.2% | +2.0% | -4.2% | -1.8% |
| 6M | -4.9% | +13.0% | -17.9% | -2.6% |
| YTD | -2.4% | +13.5% | -15.9% | +0.1% |
| 1Y | -0.8% | +20.0% | -20.8% | +3.0% |
| 3Y | +1.8% | +77.2% | -75.4% | +15.2% |
| 5Y | -29.8% | +81.9% | -111.6% | -19.8% |
| 10Y | -16.1% | +314.1% | -330.2% | +22.4% |
| All | +80.7% | +624.2% | -543.5% | +211.3% |
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