-26.3%
SRPT vs SPY
+322.5%
-348.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.3% |
| 7D | -9.1% | -0.8% | -8.3% | -8.3% |
| 30D | +11.3% | -1.1% | +12.3% | +12.7% |
| 3M | +36.3% | +3.9% | +32.5% | +30.7% |
| 6M | +16.3% | +13.6% | +2.7% | +1.8% |
| YTD | -5.0% | +12.7% | -17.6% | -15.7% |
| 1Y | +14.2% | +17.5% | -3.3% | -2.0% |
| 3Y | -82.7% | +76.9% | -159.6% | -90.3% |
| 5Y | -74.6% | +83.6% | -158.2% | -86.3% |
| All | -26.3% | +322.5% | -348.7% | -86.2% |
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 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