+155,512.9%
SITC vs SPY
+3,016.3%
+152,496.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | -1.6% | +2.6% | -4.2% | -4.8% |
| 30D | +36.3% | -2.0% | +38.3% | +39.4% |
| 3M | +36.3% | -2.8% | +39.1% | +40.5% |
| 6M | -0.7% | +2.1% | -2.9% | -5.0% |
| YTD | -16.3% | +11.5% | -27.8% | -28.6% |
| 1Y | -9.8% | +13.5% | -23.3% | -24.8% |
| 3Y | -18.5% | +77.7% | -96.2% | -62.8% |
| 5Y | -19.2% | +72.6% | -91.8% | -61.9% |
| 10Y | +57.4% | +308.2% | -250.8% | -75.3% |
| All | +155,512.9% | +3,016.3% | +152,496.6% | +7,221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling