+108,401.3%
SITC vs SPY
+3,073.7%
+105,327.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -12.5% | +0.1% | -12.6% | -12.6% |
| 3M | -24.3% | +2.0% | -26.3% | -27.1% |
| 6M | -40.6% | +13.0% | -53.6% | -49.8% |
| YTD | -41.7% | +13.5% | -55.2% | -51.2% |
| 1Y | -47.4% | +20.0% | -67.3% | -59.0% |
| 3Y | -43.8% | +77.2% | -120.9% | -74.0% |
| 5Y | -40.3% | +81.9% | -122.2% | -73.7% |
| 10Y | -8.6% | +314.1% | -322.7% | -85.8% |
| All | +108,401.3% | +3,073.7% | +105,327.5% | +4,910.8% |
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