+30.5%
SI vs SPY
+20.5%
+10.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -4.8% | -0.4% | -4.5% | -4.7% |
| 30D | -5.3% | -1.4% | -4.0% | -4.9% |
| 3M | +28.2% | +3.7% | +24.5% | +25.6% |
| 6M | +46.7% | +13.0% | +33.7% | +34.6% |
| YTD | +37.3% | +12.4% | +24.9% | +25.8% |
| 1Y | +31.1% | +18.5% | +12.6% | +13.2% |
| All | +30.5% | +20.5% | +10.0% | +8.2% |
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