-26.0%
SIEB vs SPY
+82.3%
-108.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | +56.1% | -1.1% | +57.1% | +57.1% |
| 3M | +46.7% | +3.9% | +42.9% | +41.6% |
| 6M | +31.1% | +13.6% | +17.5% | +17.5% |
| YTD | -23.1% | +12.7% | -35.8% | -30.6% |
| 1Y | -3.9% | +17.5% | -21.4% | -16.1% |
| 3Y | +33.0% | +76.9% | -43.9% | -14.5% |
| All | -26.0% | +82.3% | -108.3% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling