+795.5%
SII vs SPY
+312.9%
+482.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.2% |
| 7D | +12.7% | -2.7% | +15.4% | +14.9% |
| 30D | -1.2% | -5.4% | +4.2% | +2.8% |
| 3M | +1.8% | -4.1% | +5.9% | +5.0% |
| 6M | -24.7% | +0.7% | -25.4% | -24.7% |
| YTD | +17.4% | +8.7% | +8.7% | +11.9% |
| 1Y | +36.6% | +10.9% | +25.8% | +28.7% |
| 3Y | +292.5% | +75.0% | +217.5% | +172.6% |
| 5Y | +193.8% | +67.8% | +126.0% | +107.7% |
| All | +795.5% | +312.9% | +482.7% | +242.5% |
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