+211.3%
PSIX vs SPY
+304.1%
-92.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | -26.0% | -0.6% | -25.4% | -25.8% |
| 30D | -26.9% | -3.7% | -23.3% | -24.8% |
| 3M | -14.9% | -2.7% | -12.2% | -12.9% |
| 6M | -51.8% | +2.2% | -54.0% | -51.9% |
| YTD | -36.0% | +10.8% | -46.8% | -38.6% |
| 1Y | -43.7% | +11.2% | -54.9% | -46.0% |
| 3Y | +1,206.4% | +76.5% | +1,129.9% | +998.7% |
| 5Y | +760.7% | +72.9% | +687.8% | +626.4% |
| 10Y | +211.3% | +304.8% | -93.5% | +193.8% |
| All | +211.3% | +304.1% | -92.8% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling