-100.0%
SVRN vs SPY
+77.8%
-177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.4% | -13.6% | -13.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +49.4% | +0.1% | +49.4% | +49.4% |
| 3M | -21.8% | +2.0% | -23.8% | -22.0% |
| 6M | -16.9% | +13.0% | -30.0% | -17.7% |
| YTD | -58.0% | +13.5% | -71.6% | -58.4% |
| 1Y | -58.0% | +20.0% | -78.0% | -58.6% |
| 3Y | -98.9% | +77.2% | -176.1% | -99.0% |
| All | -100.0% | +77.8% | -177.8% | -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