+136.5%
SIF vs SPY
+12.1%
+124.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.1% |
| 7D | -6.5% | +2.6% | -9.1% | -10.4% |
| 30D | -26.5% | -2.0% | -24.5% | -23.3% |
| 3M | -19.0% | -2.8% | -16.2% | -14.1% |
| 6M | -17.5% | +2.1% | -19.7% | -19.2% |
| YTD | +181.0% | +11.5% | +169.5% | +132.9% |
| 1Y | +136.5% | +13.5% | +123.0% | +92.2% |
| All | +136.5% | +12.1% | +124.4% | +92.2% |
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 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