+616.4%
SIF vs SPY
+80.4%
+536.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -21.1% | +0.1% | -21.2% | -21.2% |
| 3M | +2.5% | +2.0% | +0.6% | +1.2% |
| 6M | +44.3% | +13.0% | +31.2% | +33.2% |
| YTD | +282.6% | +13.5% | +269.1% | +252.2% |
| 1Y | +196.5% | +20.0% | +176.6% | +165.7% |
| All | +616.4% | +80.4% | +536.0% | +444.0% |
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