-39.3%
SID vs SPY
+78.7%
-118.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.4% |
| 7D | +9.7% | +0.5% | +9.2% | +9.0% |
| 30D | +33.3% | -0.9% | +34.3% | +35.1% |
| 3M | +7.8% | +3.9% | +3.9% | +2.1% |
| 6M | -10.8% | +14.5% | -25.3% | -24.4% |
| YTD | -22.5% | +12.9% | -35.4% | -32.9% |
| 1Y | -15.1% | +19.4% | -34.4% | -30.7% |
| 3Y | -39.3% | +78.5% | -117.7% | -73.0% |
| All | -39.3% | +78.7% | -118.0% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling