-100.0%
ISPC vs SPY
+96.1%
-196.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -19.8% | +0.1% | -19.8% | -19.9% |
| 3M | -51.6% | +2.0% | -53.6% | -52.3% |
| 6M | -84.9% | +13.0% | -97.9% | -86.5% |
| YTD | -85.2% | +13.5% | -98.7% | -86.8% |
| 1Y | -94.3% | +20.0% | -114.2% | -95.0% |
| 3Y | -99.7% | +77.2% | -176.9% | -99.8% |
| 5Y | -100.0% | +81.9% | -181.8% | -100.0% |
| All | -100.0% | +96.1% | -196.0% | -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