+225.5%
PSIX vs SPY
+313.2%
-87.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.4% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | +23.0% | +0.1% | +22.9% | +23.1% |
| 3M | +0.8% | +2.0% | -1.2% | +0.1% |
| 6M | -32.5% | +13.0% | -45.5% | -36.8% |
| YTD | -29.1% | +13.5% | -42.7% | -33.6% |
| 1Y | -53.4% | +20.0% | -73.4% | -57.5% |
| 3Y | +1,249.7% | +77.2% | +1,172.5% | +1,002.3% |
| 5Y | +726.3% | +81.9% | +644.4% | +570.9% |
| All | +225.5% | +313.2% | -87.7% | +51.8% |
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