-39.7%
PSIX vs SPY
+9.7%
-49.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +8.2% |
| 7D | -14.4% | -2.7% | -11.7% | -8.0% |
| 30D | -24.2% | -5.4% | -18.8% | -8.7% |
| 3M | +18.6% | -4.1% | +22.7% | +36.8% |
| 6M | -47.4% | +0.7% | -48.1% | -47.5% |
| YTD | -31.5% | +8.7% | -40.1% | -45.8% |
| All | -39.7% | +9.7% | -49.5% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling