-14.7%
SID vs SPY
+20.8%
-35.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.4% |
| 7D | +19.6% | +0.1% | +19.5% | +19.4% |
| 30D | +24.5% | +0.1% | +24.4% | +24.4% |
| 3M | -6.2% | +2.0% | -8.1% | -9.7% |
| 6M | -21.3% | +13.0% | -34.3% | -40.0% |
| YTD | -23.7% | +13.5% | -37.3% | -41.9% |
| 1Y | -14.7% | +20.0% | -34.7% | -36.4% |
| All | -14.7% | +20.8% | -35.5% | -36.4% |
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