-93.6%
SIFY vs SPY
+851.2%
-944.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | -3.0% | +2.6% | -5.6% | -6.4% |
| 30D | +3.4% | -2.0% | +5.4% | +6.5% |
| 3M | -20.5% | -2.8% | -17.7% | -17.1% |
| 6M | -22.1% | +2.1% | -24.3% | -23.4% |
| YTD | +3.4% | +11.5% | -8.1% | -9.5% |
| 1Y | +15.5% | +13.5% | +2.0% | -1.4% |
| 3Y | +52.2% | +77.7% | -25.5% | -33.3% |
| 5Y | -45.0% | +72.6% | -117.6% | -74.7% |
| 10Y | +121.8% | +308.2% | -186.4% | -73.3% |
| All | -93.6% | +851.2% | -944.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling