-34.8%
SRS vs SPY
+76.5%
-111.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +1.6% |
| 7D | +1.6% | -0.4% | +1.9% | +1.2% |
| 30D | +5.1% | -1.4% | +6.5% | +3.6% |
| 3M | +6.5% | +3.7% | +2.8% | +10.7% |
| 6M | -3.7% | +13.0% | -16.7% | +11.5% |
| YTD | -14.3% | +12.4% | -26.7% | -1.3% |
| 1Y | -9.1% | +18.5% | -27.6% | +12.2% |
| All | -34.8% | +76.5% | -111.3% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling