-99.8%
SRS vs SPY
+664.0%
-763.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.8% |
| 30D | +6.4% | +0.1% | +6.3% | +6.6% |
| 3M | +1.2% | +2.0% | -0.7% | +4.6% |
| 6M | -2.3% | +13.0% | -15.3% | +27.3% |
| YTD | -16.3% | +13.5% | -29.9% | +10.2% |
| 1Y | -11.6% | +20.0% | -31.5% | +31.5% |
| 3Y | -34.8% | +77.2% | -112.0% | +151.6% |
| 5Y | -13.2% | +81.9% | -95.1% | +324.9% |
| 10Y | -81.8% | +314.1% | -395.8% | +947.2% |
| All | -99.8% | +664.0% | -763.8% | +402.9% |
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