-96.2%
SYPR vs SPY
+2,780.9%
-2,877.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -6.1% | -2.7% | -3.4% | -4.7% |
| 30D | -35.1% | -5.4% | -29.7% | -33.1% |
| 3M | -40.4% | -4.1% | -36.3% | -39.0% |
| 6M | -63.2% | +0.7% | -63.9% | -63.2% |
| YTD | -49.2% | +8.7% | -57.8% | -51.1% |
| 1Y | -41.5% | +10.9% | -52.4% | -44.3% |
| 3Y | -34.7% | +75.0% | -109.7% | -51.4% |
| 5Y | -69.5% | +67.8% | -137.2% | -76.8% |
| 10Y | +26.5% | +312.9% | -286.3% | -40.1% |
| All | -96.2% | +2,780.9% | -2,877.1% | -99.2% |
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