-48.8%
SRAD vs SPY
+82.0%
-130.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.2% |
| 30D | -3.8% | -1.4% | -2.4% | -2.0% |
| 3M | -21.8% | +3.7% | -25.5% | -25.7% |
| 6M | -31.9% | +13.0% | -44.9% | -42.5% |
| YTD | -46.0% | +12.4% | -58.4% | -54.0% |
| 1Y | -58.9% | +18.5% | -77.4% | -67.5% |
| 3Y | +13.5% | +77.6% | -64.1% | -51.2% |
| All | -48.8% | +82.0% | -130.8% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling