+816.7%
SID vs SPY
+1,590.0%
-773.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.7% |
| 7D | +14.1% | -0.6% | +14.7% | +14.6% |
| 30D | -36.7% | -3.7% | -33.0% | -33.7% |
| 3M | -10.0% | -2.7% | -7.3% | -7.0% |
| 6M | -41.3% | +2.2% | -43.5% | -43.3% |
| YTD | -49.4% | +10.8% | -60.2% | -55.6% |
| 1Y | -47.7% | +11.2% | -59.0% | -54.4% |
| 3Y | -63.1% | +76.5% | -139.6% | -83.2% |
| 5Y | -68.8% | +72.9% | -141.8% | -85.4% |
| 10Y | -59.7% | +304.8% | -364.5% | -93.4% |
| All | +816.7% | +1,590.0% | -773.3% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling