+78.9%
INFY vs SPY
+322.5%
-243.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -4.8% |
| 30D | -9.9% | -1.1% | -8.8% | -9.0% |
| 3M | -4.6% | +3.9% | -8.4% | -7.8% |
| 6M | -18.5% | +13.6% | -32.1% | -26.9% |
| YTD | -36.5% | +12.7% | -49.2% | -42.7% |
| 1Y | -32.8% | +17.5% | -50.3% | -41.4% |
| 3Y | -32.2% | +76.9% | -109.1% | -58.3% |
| 5Y | -44.7% | +83.6% | -128.3% | -67.2% |
| All | +78.9% | +322.5% | -243.6% | -42.9% |
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