-48.5%
SRAD vs SPY
+83.9%
-132.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -9.3% | +2.0% | -11.3% | -12.0% |
| 6M | -32.9% | +13.0% | -45.9% | -43.3% |
| YTD | -45.7% | +13.5% | -59.3% | -54.3% |
| 1Y | -58.3% | +20.0% | -78.2% | -67.5% |
| 3Y | +12.1% | +77.2% | -65.1% | -51.5% |
| All | -48.5% | +83.9% | -132.4% | -78.3% |
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