-66.2%
SION vs SPY
+19.4%
-85.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | +13.0% | +0.5% | +12.5% | +12.2% |
| 30D | -85.7% | -0.9% | -84.8% | -85.5% |
| 3M | -78.2% | +3.9% | -82.1% | -79.0% |
| 6M | -79.7% | +14.5% | -94.2% | -82.0% |
| YTD | -82.3% | +12.9% | -95.2% | -84.2% |
| 1Y | -66.2% | +19.4% | -85.6% | -70.6% |
| All | -66.2% | +19.4% | -85.6% | -70.6% |
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