+282.8%
SII vs SPY
+78.7%
+204.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | -4.3% | +3.3% | -7.6% | -7.1% |
| 30D | -6.6% | -2.7% | -4.0% | -4.2% |
| 3M | -8.4% | -1.7% | -6.6% | -6.8% |
| 6M | -25.8% | +3.1% | -28.9% | -27.5% |
| YTD | +10.8% | +11.9% | -1.1% | +1.6% |
| 1Y | +17.8% | +12.0% | +5.8% | +8.0% |
| All | +282.8% | +78.7% | +204.1% | +149.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling