-67.6%
SID vs SPY
+307.0%
-374.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.8% | -17.6% |
| 7D | -25.9% | +2.6% | -28.5% | -28.7% |
| 30D | -47.9% | -2.0% | -46.0% | -46.6% |
| 3M | -30.0% | -2.8% | -27.2% | -27.4% |
| 6M | -50.8% | +2.1% | -52.9% | -52.5% |
| YTD | -60.6% | +11.5% | -72.1% | -66.1% |
| 1Y | -61.3% | +13.5% | -74.8% | -67.6% |
| 3Y | -71.1% | +77.7% | -148.8% | -87.9% |
| 5Y | -77.4% | +72.6% | -150.0% | -90.0% |
| All | -67.6% | +307.0% | -374.6% | -96.8% |
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