-54.7%
SITE vs SPY
+74.0%
-128.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -1.2% | +3.3% | -4.5% | -5.4% |
| 30D | +24.6% | -2.7% | +27.3% | +28.9% |
| 3M | +16.5% | -1.7% | +18.3% | +18.9% |
| 6M | -6.0% | +3.1% | -9.1% | -10.3% |
| YTD | -9.6% | +11.9% | -21.5% | -23.0% |
| 1Y | -10.9% | +12.0% | -22.9% | -24.3% |
| 3Y | -11.1% | +78.2% | -89.3% | -62.1% |
| 5Y | -54.7% | +73.2% | -127.9% | -79.5% |
| All | -54.7% | +74.0% | -128.7% | -79.5% |
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