+53.4%
PSI vs SPY
+12.1%
+41.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.0% |
| 7D | +10.8% | +2.6% | +8.2% | +3.3% |
| 30D | -15.2% | -2.0% | -13.2% | -8.5% |
| 3M | -24.7% | -2.8% | -21.9% | -16.6% |
| 6M | -24.9% | +2.1% | -27.0% | -26.2% |
| YTD | +44.8% | +11.5% | +33.3% | +16.5% |
| 1Y | +53.4% | +13.5% | +39.9% | +17.6% |
| All | +53.4% | +12.1% | +41.3% | +17.6% |
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 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