+213.1%
ISRA vs SPY
+500.8%
-287.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | +0.1% | +2.0% | -1.9% | -1.5% |
| 6M | +4.0% | +13.0% | -9.0% | -6.6% |
| YTD | +14.7% | +13.5% | +1.1% | +2.6% |
| 1Y | +31.2% | +20.0% | +11.2% | +11.8% |
| 3Y | +103.2% | +77.2% | +26.0% | +22.1% |
| 5Y | +48.3% | +81.9% | -33.5% | -12.6% |
| 10Y | +169.6% | +314.1% | -144.5% | -19.3% |
| All | +213.1% | +500.8% | -287.7% | -31.6% |
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