-100.0%
SVRN vs SPY
+75.2%
-175.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.3% | -6.5% |
| 7D | +16.7% | +3.3% | +13.4% | +15.6% |
| 30D | -60.6% | -2.7% | -57.9% | -60.0% |
| 3M | +140.2% | -1.7% | +142.0% | +143.2% |
| 6M | +105.5% | +3.1% | +102.4% | +107.1% |
| YTD | -29.5% | +11.9% | -41.4% | -29.4% |
| 1Y | -46.7% | +12.0% | -58.7% | -46.7% |
| 3Y | -98.7% | +78.2% | -176.8% | -98.7% |
| All | -100.0% | +75.2% | -175.2% | -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