-77.4%
PSIL vs SPY
+81.5%
-159.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | +4.0% | +3.3% | +0.7% | +1.3% |
| 30D | -4.4% | -2.7% | -1.7% | -2.1% |
| 3M | -23.7% | -1.7% | -22.0% | -22.5% |
| 6M | -2.7% | +3.1% | -5.8% | -5.1% |
| YTD | +13.0% | +11.9% | +1.1% | +3.1% |
| 1Y | +13.2% | +12.0% | +1.2% | +3.3% |
| 3Y | +68.4% | +78.2% | -9.8% | +5.7% |
| 5Y | -75.1% | +73.2% | -148.3% | -83.9% |
| All | -77.4% | +81.5% | -159.0% | -86.0% |
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