-63.6%
SYRE vs SPY
+343.1%
-406.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.7% | +0.1% | -14.8% | -14.9% |
| 3M | +13.4% | +2.0% | +11.4% | +10.8% |
| 6M | +117.0% | +13.0% | +104.0% | +88.5% |
| YTD | +171.6% | +13.5% | +158.1% | +134.3% |
| 1Y | +423.7% | +20.0% | +403.8% | +325.3% |
| 3Y | +513.7% | +77.2% | +436.5% | +229.6% |
| 5Y | -51.9% | +81.9% | -133.8% | -77.2% |
| 10Y | -43.1% | +314.1% | -357.1% | -86.4% |
| All | -63.6% | +343.1% | -406.6% | -92.1% |
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