-100.0%
SVRN vs SPY
+76.0%
-176.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +10.9% | -0.4% | +11.2% | +10.9% |
| 30D | +85.2% | -1.4% | +86.6% | +85.5% |
| 3M | +14.3% | +3.7% | +10.6% | +13.7% |
| 6M | +10.9% | +13.0% | -2.1% | +9.8% |
| YTD | -46.2% | +12.4% | -58.6% | -46.7% |
| 1Y | -51.2% | +18.5% | -69.7% | -51.9% |
| 3Y | -98.5% | +77.6% | -176.2% | -98.6% |
| All | -100.0% | +76.0% | -176.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling