-85.7%
SION vs SPY
+26.5%
-112.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.5% | +6.2% |
| 7D | -4.3% | +0.1% | -4.4% | -3.8% |
| 30D | -27.1% | -3.3% | -23.8% | -24.0% |
| 3M | -93.0% | -2.4% | -90.6% | -92.7% |
| 6M | -91.9% | +2.6% | -94.5% | -92.0% |
| YTD | -91.3% | +11.2% | -102.6% | -92.0% |
| 1Y | -89.7% | +13.4% | -103.1% | -90.7% |
| All | -85.7% | +26.5% | -112.2% | -88.1% |
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