+795.9%
SII vs SPY
+313.2%
+482.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +12.4% | +0.1% | +12.3% | +12.3% |
| 3M | +0.1% | +2.0% | -1.9% | -1.1% |
| 6M | -21.3% | +13.0% | -34.3% | -27.2% |
| YTD | +33.4% | +13.5% | +19.9% | +23.2% |
| 1Y | +96.0% | +20.0% | +76.0% | +74.7% |
| 3Y | +307.9% | +77.2% | +230.7% | +180.4% |
| 5Y | +292.8% | +81.9% | +210.9% | +164.0% |
| All | +795.9% | +313.2% | +482.7% | +292.6% |
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