-68.9%
SION vs SPY
+20.8%
-89.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.8% |
| 7D | +22.3% | +0.1% | +22.2% | +22.0% |
| 30D | -84.8% | +0.1% | -84.9% | -84.8% |
| 3M | -81.0% | +2.0% | -83.0% | -81.3% |
| 6M | -79.2% | +13.0% | -92.2% | -81.5% |
| YTD | -82.5% | +13.5% | -96.1% | -84.6% |
| 1Y | -68.9% | +20.0% | -88.8% | -72.6% |
| All | -68.9% | +20.8% | -89.7% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling