-34.1%
SVRN vs SPY
+14.6%
-48.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -4.7% |
| 7D | -41.7% | -0.7% | -41.0% | -41.2% |
| 30D | -62.9% | -1.0% | -61.9% | -62.3% |
| 3M | +191.2% | -0.3% | +191.5% | +192.7% |
| 6M | +106.9% | +7.3% | +99.5% | +113.7% |
| YTD | -17.6% | +13.3% | -31.0% | -8.2% |
| 1Y | -34.1% | +14.8% | -48.9% | -27.9% |
| All | -34.1% | +14.6% | -48.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling