-51.4%
SYRE vs SPY
+322.5%
-373.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.1% |
| 7D | +1.8% | -0.8% | +2.6% | +2.8% |
| 30D | -13.0% | -1.1% | -11.9% | -11.9% |
| 3M | +12.2% | +3.9% | +8.3% | +7.0% |
| 6M | +118.3% | +13.6% | +104.7% | +88.2% |
| YTD | +176.6% | +12.7% | +163.9% | +140.6% |
| 1Y | +459.3% | +17.5% | +441.8% | +365.2% |
| 3Y | +544.8% | +76.9% | +467.9% | +245.7% |
| 5Y | -46.8% | +83.6% | -130.4% | -75.3% |
| All | -51.4% | +322.5% | -373.8% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling