+280.3%
SIF vs SPY
+75.1%
+205.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -16.6% | -2.7% | -13.9% | -14.5% |
| 30D | -26.6% | -5.4% | -21.2% | -23.1% |
| 3M | -40.6% | -4.1% | -36.5% | -38.3% |
| 6M | +6.2% | +0.7% | +5.5% | +7.0% |
| YTD | +200.5% | +8.7% | +191.9% | +188.6% |
| 1Y | +157.2% | +10.9% | +146.3% | +144.8% |
| 3Y | +280.3% | +75.0% | +205.3% | +276.0% |
| All | +280.3% | +75.1% | +205.2% | +276.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling