-37.8%
SITC vs SPY
+79.8%
-117.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -1.4% | -2.0% | +0.6% | +0.3% |
| 30D | -4.4% | -1.7% | -2.7% | -3.1% |
| 3M | -26.6% | +4.7% | -31.3% | -30.0% |
| 6M | -38.7% | +12.5% | -51.2% | -45.4% |
| YTD | -42.5% | +11.7% | -54.2% | -48.5% |
| 1Y | -45.6% | +17.5% | -63.0% | -53.5% |
| 3Y | -45.6% | +76.6% | -122.2% | -69.3% |
| 5Y | -37.8% | +82.0% | -119.8% | -66.0% |
| All | -37.8% | +79.8% | -117.6% | -66.0% |
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