+393.8%
SII vs SPY
+825.2%
-431.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 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% | -0.9% |
| 6M | -21.3% | +13.0% | -34.3% | -26.4% |
| YTD | +33.4% | +13.5% | +19.9% | +24.5% |
| 1Y | +96.0% | +20.0% | +76.0% | +77.3% |
| 3Y | +307.9% | +77.2% | +230.7% | +194.5% |
| 5Y | +292.8% | +81.9% | +210.9% | +179.0% |
| 10Y | +795.9% | +314.1% | +481.8% | +332.8% |
| All | +393.8% | +825.2% | -431.3% | +102.9% |
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