-100.0%
ISPC vs SPY
+93.9%
-193.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -5.1% |
| 7D | -15.9% | -0.9% | -15.0% | -15.3% |
| 30D | -34.4% | -2.4% | -32.0% | -32.8% |
| 3M | -68.9% | -1.2% | -67.8% | -68.6% |
| 6M | -86.0% | +3.3% | -89.3% | -86.3% |
| YTD | -93.2% | +12.3% | -105.5% | -93.8% |
| 1Y | -97.2% | +12.4% | -109.7% | -97.5% |
| 3Y | -99.8% | +78.8% | -178.6% | -99.9% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| All | -100.0% | +93.9% | -193.9% | -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 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