-100.0%
ISPC vs SPY
+92.5%
-192.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | -19.0% | +2.6% | -21.6% | -21.0% |
| 30D | -35.4% | -2.0% | -33.4% | -34.2% |
| 3M | -71.3% | -2.8% | -68.6% | -70.6% |
| 6M | -84.3% | +2.1% | -86.5% | -84.6% |
| YTD | -93.7% | +11.5% | -105.2% | -94.2% |
| 1Y | -97.3% | +13.5% | -110.8% | -97.6% |
| 3Y | -99.9% | +77.7% | -177.5% | -99.9% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +92.5% | -192.5% | -100.0% |
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