+16.7%
ISMF vs SPY
+36.9%
-20.2%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -5.5% | -3.7% | -1.8% | -4.9% |
| 3M | -2.5% | -2.7% | +0.3% | -2.1% |
| 6M | -2.0% | +2.2% | -4.1% | -2.3% |
| YTD | +4.6% | +10.8% | -6.2% | +2.8% |
| 1Y | +7.4% | +11.2% | -3.9% | +5.5% |
| All | +16.7% | +36.9% | -20.2% | +11.6% |
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