-43.5%
SRPT vs SPY
+1,390.8%
-1,434.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.6% | +5.6% |
| 7D | -5.1% | -0.4% | -4.8% | -4.8% |
| 30D | +28.2% | -1.4% | +29.5% | +30.0% |
| 3M | +38.6% | +3.7% | +34.9% | +33.7% |
| 6M | +24.8% | +13.0% | +11.8% | +11.3% |
| YTD | +2.3% | +12.4% | -10.1% | -7.9% |
| 1Y | +24.8% | +18.5% | +6.3% | +8.0% |
| 3Y | -81.6% | +77.6% | -159.3% | -89.2% |
| 5Y | -72.6% | +81.7% | -154.3% | -84.3% |
| 10Y | -19.0% | +319.7% | -338.6% | -78.6% |
| All | -43.5% | +1,390.8% | -1,434.3% | -93.2% |
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