-60.4%
SID vs SPY
+308.5%
-368.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -6.7% |
| 7D | -1.3% | +3.3% | -4.6% | -6.0% |
| 30D | -37.9% | -2.7% | -35.2% | -35.7% |
| 3M | -11.5% | -1.7% | -9.7% | -9.7% |
| 6M | -43.8% | +3.1% | -46.9% | -46.6% |
| YTD | -51.9% | +11.9% | -63.8% | -58.9% |
| 1Y | -53.3% | +12.0% | -65.3% | -60.2% |
| 3Y | -65.0% | +78.2% | -143.1% | -85.3% |
| 5Y | -72.4% | +73.2% | -145.7% | -87.9% |
| All | -60.4% | +308.5% | -368.9% | -96.1% |
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 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