-100.0%
SVRN vs SPY
+74.9%
-174.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.6% | -10.0% | -10.5% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | +60.8% | -1.7% | +62.5% | +61.2% |
| 3M | +3.9% | +4.7% | -0.8% | +3.2% |
| 6M | +22.2% | +12.5% | +9.7% | +21.1% |
| YTD | -51.9% | +11.7% | -63.6% | -52.3% |
| 1Y | -57.1% | +17.5% | -74.5% | -57.6% |
| 3Y | -98.7% | +76.6% | -175.3% | -98.8% |
| All | -100.0% | +74.9% | -174.9% | -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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling