+173.7%
SIF vs SPY
+14.6%
+159.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -7.9% | -9.0% |
| 7D | -9.8% | -0.7% | -9.1% | -8.7% |
| 30D | -17.7% | -1.0% | -16.6% | -16.0% |
| 3M | -31.5% | -0.3% | -31.2% | -30.9% |
| 6M | +18.2% | +7.3% | +10.9% | +6.1% |
| YTD | +239.4% | +13.3% | +226.1% | +172.6% |
| 1Y | +173.7% | +14.8% | +158.9% | +116.8% |
| All | +173.7% | +14.6% | +159.1% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling