+266.7%
PSIX vs SPY
+312.9%
-46.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.0% |
| 7D | -14.4% | -2.7% | -11.7% | -12.8% |
| 30D | -24.2% | -5.4% | -18.8% | -20.9% |
| 3M | +18.6% | -4.1% | +22.7% | +22.8% |
| 6M | -47.4% | +0.7% | -48.1% | -46.9% |
| YTD | -31.5% | +8.7% | -40.1% | -33.3% |
| 1Y | -51.8% | +10.9% | -62.7% | -53.5% |
| 3Y | +1,274.0% | +75.0% | +1,199.0% | +1,069.5% |
| 5Y | +770.2% | +67.8% | +702.4% | +646.4% |
| All | +266.7% | +312.9% | -46.2% | +236.0% |
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 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