-100.0%
SVRN vs SPY
+74.6%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +1.9% | +2.6% | -0.7% | +1.1% |
| 30D | -60.2% | -2.0% | -58.2% | -59.7% |
| 3M | +117.2% | -2.8% | +120.0% | +120.4% |
| 6M | +110.6% | +2.1% | +108.4% | +112.6% |
| YTD | -32.7% | +11.5% | -44.2% | -32.5% |
| 1Y | -43.2% | +13.5% | -56.7% | -43.2% |
| 3Y | -98.7% | +77.7% | -176.4% | -98.8% |
| All | -100.0% | +74.6% | -174.6% | -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