-100.0%
SRXH vs SPY
+807.6%
-907.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.3% |
| 7D | 0.0% | -2.0% | +2.0% | -0.1% |
| 30D | -15.2% | -1.7% | -13.6% | -15.3% |
| 3M | -78.8% | +4.7% | -83.6% | -78.7% |
| 6M | -79.6% | +12.5% | -92.2% | -79.4% |
| YTD | -88.3% | +11.7% | -100.0% | -88.2% |
| 1Y | -91.2% | +17.5% | -108.7% | -91.0% |
| 3Y | -99.4% | +76.6% | -175.9% | -99.3% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| 10Y | -100.0% | +317.1% | -417.1% | -100.0% |
| All | -100.0% | +807.6% | -907.6% | -100.0% |
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 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