+322.1%
SITE vs SPY
+330.5%
-8.4%
-65.7%
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 | -0.1% | +2.6% | -2.7% | -3.4% |
| 30D | +26.0% | -2.0% | +28.0% | +29.0% |
| 3M | +15.1% | -2.8% | +17.9% | +19.1% |
| 6M | -4.7% | +2.1% | -6.8% | -7.6% |
| YTD | -9.6% | +11.5% | -21.1% | -22.1% |
| 1Y | -11.4% | +13.5% | -24.8% | -25.4% |
| 3Y | -10.8% | +77.7% | -88.5% | -59.1% |
| 5Y | -54.7% | +72.6% | -127.3% | -77.7% |
| 10Y | +251.5% | +308.2% | -56.7% | -37.1% |
| All | +322.1% | +330.5% | -8.4% | -27.8% |
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