+1,280.8%
SID vs SPY
+1,631.4%
-350.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | +19.6% | +0.1% | +19.5% | +19.5% |
| 30D | +24.5% | +0.1% | +24.4% | +24.5% |
| 3M | -6.2% | +2.0% | -8.1% | -8.8% |
| 6M | -21.3% | +13.0% | -34.3% | -32.6% |
| YTD | -23.7% | +13.5% | -37.3% | -34.9% |
| 1Y | -14.7% | +20.0% | -34.7% | -32.3% |
| 3Y | -43.6% | +77.2% | -120.8% | -74.2% |
| 5Y | -72.8% | +81.9% | -154.7% | -88.1% |
| 10Y | -30.6% | +314.1% | -344.6% | -88.8% |
| All | +1,280.8% | +1,631.4% | -350.6% | -2.8% |
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 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