+52.0%
SRVR vs SPY
+219.0%
-167.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | -0.3% | -1.4% | +1.1% | +0.9% |
| 3M | -6.5% | +3.7% | -10.2% | -9.3% |
| 6M | -2.8% | +13.0% | -15.8% | -11.9% |
| YTD | +10.6% | +12.4% | -1.8% | +0.7% |
| 1Y | +4.7% | +18.5% | -13.8% | -8.7% |
| 3Y | +20.4% | +77.6% | -57.2% | -25.9% |
| 5Y | -16.4% | +81.7% | -98.1% | -49.8% |
| All | +52.0% | +219.0% | -167.1% | -43.9% |
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 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