-90.6%
SION vs SPY
+11.8%
-102.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -6.7% |
| 7D | +4.6% | +3.3% | +1.3% | -0.4% |
| 30D | -21.7% | -2.7% | -19.0% | -18.0% |
| 3M | -45.1% | -1.7% | -43.4% | -43.2% |
| 6M | -91.6% | +3.1% | -94.7% | -91.8% |
| YTD | -91.7% | +11.9% | -103.6% | -92.7% |
| 1Y | -90.6% | +12.0% | -102.6% | -91.8% |
| All | -90.6% | +11.8% | -102.4% | -91.8% |
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