+161.9%
SIXA vs SPY
+186.1%
-24.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | -0.5% | -0.9% | +0.5% | +0.2% |
| 30D | +2.2% | -2.4% | +4.5% | +3.8% |
| 3M | +2.4% | -1.2% | +3.6% | +3.1% |
| 6M | +7.6% | +3.3% | +4.3% | +5.0% |
| YTD | +19.1% | +12.3% | +6.8% | +9.6% |
| 1Y | +20.3% | +12.4% | +7.9% | +10.6% |
| 3Y | +81.4% | +78.8% | +2.6% | +18.8% |
| 5Y | +81.8% | +75.2% | +6.6% | +20.3% |
| All | +161.9% | +186.1% | -24.3% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling