+37.5%
SI vs SPY
+19.6%
+17.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.7% | +2.6% | -1.9% | -0.5% |
| 30D | +15.8% | -2.0% | +17.8% | +16.7% |
| 3M | +7.6% | -2.8% | +10.4% | +8.8% |
| 6M | +52.9% | +2.1% | +50.8% | +51.4% |
| YTD | +44.7% | +11.5% | +33.2% | +33.1% |
| 1Y | +40.7% | +13.5% | +27.3% | +27.4% |
| All | +37.5% | +19.6% | +17.9% | +14.5% |
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