+115.8%
SIEB vs SPY
+322.5%
-206.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | +6.7% | -0.8% | +7.5% | +7.5% |
| 30D | +56.1% | -1.1% | +57.1% | +57.4% |
| 3M | +46.7% | +3.9% | +42.9% | +39.8% |
| 6M | +31.1% | +13.6% | +17.5% | +13.0% |
| YTD | -23.1% | +12.7% | -35.8% | -33.1% |
| 1Y | -3.9% | +17.5% | -21.4% | -20.2% |
| 3Y | +33.0% | +76.9% | -43.9% | -31.0% |
| 5Y | -26.4% | +83.6% | -110.0% | -64.2% |
| All | +115.8% | +322.5% | -206.7% | -50.1% |
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