-94.3%
SYPR vs SPY
+2,910.1%
-3,004.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.4% |
| 30D | -10.1% | +0.1% | -10.1% | -10.1% |
| 3M | -41.2% | +2.0% | -43.2% | -41.7% |
| 6M | -50.8% | +13.0% | -63.8% | -53.5% |
| YTD | -23.4% | +13.5% | -36.9% | -27.9% |
| 1Y | -16.9% | +20.0% | -36.9% | -24.0% |
| 3Y | -9.7% | +77.2% | -86.8% | -33.3% |
| 5Y | -49.7% | +81.9% | -131.6% | -63.4% |
| 10Y | +78.1% | +314.1% | -236.0% | -16.1% |
| All | -94.3% | +2,910.1% | -3,004.4% | -98.8% |
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