-18.4%
SITC vs SPY
+72.1%
-90.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | -1.6% | +2.6% | -4.2% | -3.8% |
| 30D | +36.3% | -2.0% | +38.3% | +38.4% |
| 3M | +36.3% | -2.8% | +39.1% | +39.2% |
| 6M | -0.7% | +2.1% | -2.9% | -3.5% |
| YTD | -16.3% | +11.5% | -27.8% | -25.2% |
| 1Y | -9.8% | +13.5% | -23.3% | -20.7% |
| 3Y | -18.5% | +77.7% | -96.2% | -54.6% |
| All | -18.4% | +72.1% | -90.5% | -53.7% |
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