+2,351.6%
INFY vs SPY
+848.3%
+1,503.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -8.7% | -0.4% | -8.3% | -8.3% |
| 30D | -13.0% | -1.4% | -11.6% | -11.6% |
| 3M | -8.8% | +3.7% | -12.5% | -12.7% |
| 6M | -22.6% | +13.0% | -35.6% | -32.6% |
| YTD | -37.3% | +12.4% | -49.7% | -45.1% |
| 1Y | -33.4% | +18.5% | -51.9% | -45.0% |
| 3Y | -32.3% | +77.6% | -109.9% | -64.5% |
| 5Y | -45.2% | +81.7% | -126.9% | -72.5% |
| 10Y | +80.0% | +319.7% | -239.6% | -66.6% |
| All | +2,351.6% | +848.3% | +1,503.3% | +111.2% |
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