+165.2%
ISRA vs SPY
+322.5%
-157.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.6% |
| 30D | -2.3% | -1.1% | -1.2% | -1.3% |
| 3M | -0.6% | +3.9% | -4.5% | -3.9% |
| 6M | +4.6% | +13.6% | -9.0% | -6.6% |
| YTD | +12.1% | +12.7% | -0.6% | +0.7% |
| 1Y | +25.7% | +17.5% | +8.2% | +8.8% |
| 3Y | +100.7% | +76.9% | +23.8% | +19.2% |
| 5Y | +46.7% | +83.6% | -36.8% | -15.4% |
| All | +165.2% | +322.5% | -157.3% | -23.8% |
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