+1,981.0%
SRCE vs SPY
+3,015.5%
-1,034.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.3% |
| 30D | +5.2% | -3.7% | +8.9% | +8.8% |
| 3M | +1.1% | -2.7% | +3.9% | +3.5% |
| 6M | +20.2% | +2.2% | +18.1% | +16.9% |
| YTD | +43.7% | +10.8% | +32.9% | +28.8% |
| 1Y | +46.7% | +11.2% | +35.4% | +30.9% |
| 3Y | +100.9% | +76.5% | +24.5% | +14.0% |
| 5Y | +96.5% | +72.9% | +23.6% | +10.8% |
| 10Y | +196.3% | +304.8% | -108.5% | -26.7% |
| All | +1,981.0% | +3,015.5% | -1,034.5% | +107.8% |
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