+19.9%
SREA vs SPY
+189.9%
-170.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -3.4% | -1.4% | -2.1% | -2.9% |
| 3M | -3.4% | +3.7% | -7.1% | -4.9% |
| 6M | -8.1% | +13.0% | -21.1% | -12.6% |
| YTD | -6.9% | +12.4% | -19.3% | -11.2% |
| 1Y | -9.7% | +18.5% | -28.3% | -15.8% |
| 3Y | +0.1% | +77.6% | -77.5% | -21.6% |
| 5Y | -1.7% | +81.7% | -83.4% | -24.6% |
| All | +19.9% | +189.9% | -170.0% | -29.7% |
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 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