+181.1%
SRCE vs SPY
+307.0%
-125.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | -1.0% |
| 30D | +5.0% | -2.0% | +7.0% | +6.7% |
| 3M | -0.1% | -2.8% | +2.7% | +2.2% |
| 6M | +24.4% | +2.1% | +22.2% | +21.2% |
| YTD | +44.1% | +11.5% | +32.7% | +29.2% |
| 1Y | +46.3% | +13.5% | +32.8% | +28.9% |
| 3Y | +100.3% | +77.7% | +22.6% | +15.3% |
| 5Y | +99.0% | +72.6% | +26.3% | +15.8% |
| All | +181.1% | +307.0% | -125.9% | -40.7% |
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