+143.1%
SRZN vs SPY
+77.0%
+66.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.9% |
| 7D | -16.5% | -0.8% | -15.8% | -16.0% |
| 30D | -21.5% | -1.1% | -20.4% | -20.8% |
| 3M | -18.7% | +3.9% | -22.6% | -20.8% |
| 6M | -29.5% | +13.6% | -43.1% | -34.9% |
| YTD | -15.9% | +12.7% | -28.6% | -21.7% |
| 1Y | +66.5% | +17.5% | +49.0% | +52.3% |
| 3Y | +143.1% | +76.9% | +66.2% | +57.0% |
| All | +143.1% | +77.0% | +66.1% | +57.0% |
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