+177.9%
PSIX vs SPY
+307.0%
-129.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.7% | +2.6% | -3.3% | -2.5% |
| 30D | -16.6% | -2.0% | -14.6% | -15.2% |
| 3M | -5.3% | -2.8% | -2.6% | -3.0% |
| 6M | -13.8% | +2.1% | -16.0% | -13.9% |
| YTD | -32.0% | +11.5% | -43.4% | -35.0% |
| 1Y | -33.3% | +13.5% | -46.7% | -36.8% |
| 3Y | +1,395.4% | +77.7% | +1,317.7% | +1,152.6% |
| 5Y | +769.8% | +72.6% | +697.2% | +632.3% |
| All | +177.9% | +307.0% | -129.1% | +139.9% |
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