+112.0%
SRCE vs SPY
+81.0%
+31.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -1.6% | -1.4% | -0.2% | -0.7% |
| 3M | +12.6% | +3.7% | +8.9% | +9.6% |
| 6M | +29.1% | +13.0% | +16.1% | +18.3% |
| YTD | +39.8% | +12.4% | +27.4% | +28.5% |
| 1Y | +37.8% | +18.5% | +19.2% | +21.8% |
| 3Y | +108.9% | +77.6% | +31.3% | +41.3% |
| 5Y | +112.0% | +81.7% | +30.3% | +38.1% |
| All | +112.0% | +81.0% | +31.0% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling