-86.9%
SION vs SPY
+23.5%
-110.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -15.2% | -2.7% | -12.5% | -12.3% |
| 30D | -32.0% | -5.4% | -26.6% | -27.4% |
| 3M | -93.4% | -4.1% | -89.3% | -93.0% |
| 6M | -92.4% | +0.7% | -93.1% | -92.3% |
| YTD | -92.0% | +8.7% | -100.7% | -92.5% |
| 1Y | -90.5% | +10.9% | -101.3% | -91.1% |
| All | -86.9% | +23.5% | -110.4% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling