-82.2%
SRS vs SPY
+322.5%
-404.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -0.3% |
| 7D | +2.5% | -0.8% | +3.3% | +1.3% |
| 30D | +5.6% | -1.1% | +6.7% | +3.9% |
| 3M | +6.5% | +3.9% | +2.6% | +12.9% |
| 6M | -6.0% | +13.6% | -19.6% | +16.1% |
| YTD | -14.2% | +12.7% | -26.9% | +4.6% |
| 1Y | -6.1% | +17.5% | -23.6% | +23.0% |
| 3Y | -34.7% | +76.9% | -111.6% | +88.0% |
| 5Y | -17.4% | +83.6% | -101.0% | +203.2% |
| All | -82.2% | +322.5% | -404.6% | +267.3% |
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