-77.4%
PSIL vs SPY
+76.3%
-153.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.7% |
| 7D | -7.7% | -2.7% | -5.0% | -5.4% |
| 30D | -8.4% | -5.4% | -3.0% | -3.9% |
| 3M | -22.7% | -4.1% | -18.6% | -19.9% |
| 6M | -6.3% | +0.7% | -7.0% | -6.9% |
| YTD | +12.9% | +8.7% | +4.3% | +5.6% |
| 1Y | +19.1% | +10.9% | +8.2% | +9.8% |
| 3Y | +50.3% | +75.0% | -24.7% | -4.3% |
| 5Y | -77.7% | +67.8% | -145.5% | -85.2% |
| All | -77.4% | +76.3% | -153.7% | -85.6% |
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