+1,955.9%
SRCE vs SPY
+3,091.8%
-1,135.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -3.1% | +0.1% | -3.1% | -3.2% |
| 3M | +17.4% | +2.0% | +15.4% | +14.7% |
| 6M | +28.5% | +13.0% | +15.4% | +13.5% |
| YTD | +41.9% | +13.5% | +28.4% | +24.7% |
| 1Y | +37.7% | +20.0% | +17.7% | +14.5% |
| 3Y | +104.8% | +77.2% | +27.6% | +16.0% |
| 5Y | +111.0% | +81.9% | +29.1% | +13.6% |
| 10Y | +214.3% | +314.1% | -99.7% | -23.6% |
| All | +1,955.9% | +3,091.8% | -1,135.9% | +101.2% |
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