+2,366.2%
PSI vs SPY
+811.1%
+1,555.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -3.2% |
| 30D | -24.7% | -3.7% | -21.0% | -20.0% |
| 3M | -21.1% | -2.7% | -18.4% | -17.1% |
| 6M | -25.9% | +2.2% | -28.1% | -25.8% |
| YTD | +42.6% | +10.8% | +31.8% | +30.2% |
| 1Y | +42.3% | +11.2% | +31.0% | +29.8% |
| 3Y | +168.3% | +76.5% | +91.8% | +47.0% |
| 5Y | +134.2% | +72.9% | +61.3% | +36.8% |
| 10Y | +980.2% | +304.8% | +675.4% | +160.7% |
| All | +2,366.2% | +811.1% | +1,555.1% | +147.6% |
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