-70.1%
SION vs SPY
+27.8%
-97.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.9% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +66.2% | -1.4% | +67.6% | +68.5% |
| 3M | -77.8% | +3.7% | -81.5% | -78.5% |
| 6M | -80.1% | +13.0% | -93.1% | -82.0% |
| YTD | -81.8% | +12.4% | -94.2% | -83.6% |
| 1Y | -69.5% | +18.5% | -88.0% | -73.7% |
| All | -70.1% | +27.8% | -97.9% | -75.6% |
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