+124.4%
SIFY vs SPY
+322.5%
-198.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.8% |
| 7D | -4.0% | -0.8% | -3.2% | -3.2% |
| 30D | -12.2% | -1.1% | -11.2% | -11.2% |
| 3M | -15.1% | +3.9% | -19.0% | -18.2% |
| 6M | -3.1% | +13.6% | -16.7% | -13.9% |
| YTD | +13.0% | +12.7% | +0.4% | +1.6% |
| 1Y | +17.7% | +17.5% | +0.2% | +1.8% |
| 3Y | +7.8% | +76.9% | -69.1% | -39.4% |
| 5Y | -40.0% | +83.6% | -123.6% | -67.0% |
| All | +124.4% | +322.5% | -198.0% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling