-45.1%
SITC vs SPY
+76.5%
-121.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.1% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -7.0% | -1.4% | -5.6% | -6.1% |
| 3M | -27.5% | +3.7% | -31.2% | -29.7% |
| 6M | -39.4% | +13.0% | -52.4% | -45.2% |
| YTD | -42.9% | +12.4% | -55.3% | -48.2% |
| 1Y | -46.8% | +18.5% | -65.4% | -53.8% |
| All | -45.1% | +76.5% | -121.7% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling