+50.0%
SI vs SPY
+17.2%
+32.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -6.3% | -2.0% | -4.3% | -5.6% |
| 30D | -2.6% | -1.7% | -1.0% | -2.1% |
| 3M | +6.8% | +4.7% | +2.1% | +4.1% |
| 6M | +46.4% | +12.5% | +33.9% | +34.5% |
| YTD | +33.6% | +11.7% | +21.9% | +22.5% |
| 1Y | +50.0% | +17.5% | +32.5% | +18.3% |
| All | +50.0% | +17.2% | +32.8% | +18.3% |
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