-10.2%
SRV vs SPY
+640.7%
-650.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +0.1% | +0.1% | +0.1% | 0.0% |
| 3M | -4.5% | +2.0% | -6.5% | -6.4% |
| 6M | +11.7% | +13.0% | -1.4% | 0.0% |
| YTD | +27.5% | +13.5% | +14.0% | +13.6% |
| 1Y | +25.5% | +20.0% | +5.6% | +6.4% |
| 3Y | +69.0% | +77.2% | -8.2% | +0.6% |
| 5Y | +202.7% | +81.9% | +120.8% | +73.3% |
| 10Y | +166.7% | +314.1% | -147.4% | -23.8% |
| All | -10.2% | +640.7% | -650.9% | -87.5% |
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