+55.2%
SITC vs SPY
+307.0%
-251.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.0% |
| 7D | -1.6% | +2.6% | -4.2% | -4.3% |
| 30D | +36.3% | -2.0% | +38.3% | +39.0% |
| 3M | +36.3% | -2.8% | +39.1% | +39.9% |
| 6M | -0.7% | +2.1% | -2.9% | -4.3% |
| YTD | -16.3% | +11.5% | -27.8% | -27.0% |
| 1Y | -9.8% | +13.5% | -23.3% | -22.9% |
| 3Y | -18.5% | +77.7% | -96.2% | -59.3% |
| 5Y | -19.2% | +72.6% | -91.8% | -58.2% |
| All | +55.2% | +307.0% | -251.8% | -63.1% |
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