-100.0%
SVRE vs SPY
+96.8%
-196.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.6% |
| 30D | -30.3% | -0.9% | -29.3% | -29.9% |
| 3M | -39.6% | +3.9% | -43.5% | -40.9% |
| 6M | -6.5% | +14.5% | -21.0% | -12.9% |
| YTD | -52.9% | +12.9% | -65.8% | -55.8% |
| 1Y | -86.6% | +19.4% | -106.0% | -87.8% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| All | -100.0% | +96.8% | -196.8% | -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