+116.0%
PSI vs SPY
+20.8%
+95.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.9% |
| 7D | +3.2% | +0.1% | +3.1% | +2.8% |
| 30D | -4.8% | +0.1% | -4.8% | -4.9% |
| 3M | -15.8% | +2.0% | -17.8% | -19.2% |
| 6M | +40.5% | +13.0% | +27.5% | +6.4% |
| YTD | +72.5% | +13.5% | +58.9% | +29.1% |
| 1Y | +116.0% | +20.0% | +96.0% | +45.2% |
| All | +116.0% | +20.8% | +95.1% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling