-36.8%
SYPR vs SPY
+79.4%
-116.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | 0.0% |
| 7D | -3.9% | -0.9% | -3.0% | -3.4% |
| 30D | -36.8% | -2.4% | -34.4% | -35.9% |
| 3M | -41.6% | -1.2% | -40.5% | -41.2% |
| 6M | -62.8% | +3.3% | -66.1% | -63.3% |
| YTD | -50.0% | +12.3% | -62.3% | -52.6% |
| 1Y | -42.5% | +12.4% | -54.9% | -45.5% |
| All | -36.8% | +79.4% | -116.2% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling