+788.1%
PSIX vs SPY
+74.6%
+713.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.2% | +6.8% |
| 7D | +0.1% | -0.9% | +1.0% | +1.6% |
| 30D | -20.8% | -2.4% | -18.4% | -17.9% |
| 3M | -5.8% | -1.2% | -4.7% | -3.7% |
| 6M | -36.4% | +3.3% | -39.7% | -37.6% |
| YTD | -30.5% | +12.3% | -42.8% | -37.2% |
| 1Y | -35.9% | +12.4% | -48.4% | -41.9% |
| 3Y | +1,317.9% | +78.8% | +1,239.0% | +926.3% |
| 5Y | +788.1% | +75.2% | +713.0% | +611.2% |
| All | +788.1% | +74.6% | +713.5% | +611.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling