+94.0%
PSIX vs SPY
+583.2%
-489.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.2% | -6.0% |
| 7D | -25.9% | -4.7% | -21.1% | -22.9% |
| 30D | -25.2% | -5.9% | -19.2% | -21.1% |
| 3M | +8.9% | -4.5% | +13.5% | +13.8% |
| 6M | -48.1% | +1.8% | -49.9% | -47.9% |
| YTD | -37.2% | +8.3% | -45.6% | -39.2% |
| 1Y | -59.5% | +9.3% | -68.8% | -60.9% |
| 3Y | +1,158.6% | +74.9% | +1,083.7% | +879.4% |
| 5Y | +697.1% | +67.3% | +629.8% | +528.8% |
| 10Y | +289.9% | +311.6% | -21.7% | +40.5% |
| All | +94.0% | +583.2% | -489.2% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling