-92.8%
SIFY vs SPY
+863.4%
-956.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | +0.6% | +0.5% | +0.1% | -0.1% |
| 30D | -9.5% | -0.9% | -8.5% | -8.2% |
| 3M | -9.4% | +3.9% | -13.3% | -13.8% |
| 6M | +1.0% | +14.5% | -13.5% | -15.4% |
| YTD | +17.3% | +12.9% | +4.4% | +0.7% |
| 1Y | +24.5% | +19.4% | +5.1% | -0.9% |
| 3Y | +11.9% | +78.5% | -66.6% | -51.1% |
| 5Y | -35.9% | +81.8% | -117.7% | -72.6% |
| 10Y | +126.6% | +311.5% | -185.0% | -73.1% |
| All | -92.8% | +863.4% | -956.2% | -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