+23.8%
SPTS vs SPY
+699.1%
-675.2%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +0.5% | +2.0% | -1.5% | +0.6% |
| 6M | +0.6% | +13.0% | -12.4% | +0.8% |
| YTD | +1.1% | +13.5% | -12.5% | +1.3% |
| 1Y | +2.5% | +20.0% | -17.5% | +2.8% |
| 3Y | +13.4% | +77.2% | -63.8% | +14.5% |
| 5Y | +10.1% | +81.9% | -71.8% | +11.2% |
| 10Y | +18.3% | +314.1% | -295.7% | +22.3% |
| All | +23.8% | +699.1% | -675.2% | +28.8% |
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