+369.7%
SIEB vs SPY
+3,074.3%
-2,704.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | +4.4% | +0.5% | +3.9% | +4.0% |
| 30D | +56.3% | -0.9% | +57.2% | +57.1% |
| 3M | +43.4% | +3.9% | +39.5% | +39.2% |
| 6M | +40.3% | +14.5% | +25.8% | +27.3% |
| YTD | -25.6% | +12.9% | -38.6% | -31.9% |
| 1Y | +4.0% | +19.4% | -15.4% | -8.2% |
| 3Y | +26.1% | +78.5% | -52.4% | -15.6% |
| 5Y | -30.2% | +81.8% | -112.0% | -54.0% |
| 10Y | +108.6% | +311.5% | -202.9% | -13.3% |
| All | +369.7% | +3,074.3% | -2,704.6% | -9.2% |
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 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