+12.7%
SRAD vs SPY
+78.7%
-66.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | -2.2% | -0.9% | -1.3% | -1.3% |
| 3M | -16.6% | +3.9% | -20.5% | -19.5% |
| 6M | -31.4% | +14.5% | -45.9% | -39.8% |
| YTD | -46.4% | +12.9% | -59.4% | -52.3% |
| 1Y | -58.9% | +19.4% | -78.3% | -65.4% |
| 3Y | +12.7% | +78.5% | -65.8% | -44.4% |
| All | +12.7% | +78.7% | -66.1% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling