-8.9%
SID vs SPY
+18.8%
-27.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.7% | +8.2% |
| 7D | +13.7% | -0.4% | +14.0% | +14.6% |
| 30D | +47.8% | -1.4% | +49.2% | +52.1% |
| 3M | +13.7% | +3.7% | +10.0% | +3.7% |
| 6M | -6.3% | +13.0% | -19.3% | -28.7% |
| YTD | -16.9% | +12.4% | -29.3% | -35.4% |
| 1Y | -8.9% | +18.5% | -27.4% | -34.0% |
| All | -8.9% | +18.8% | -27.7% | -34.0% |
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