+26.1%
SIXD vs SPY
+49.5%
-23.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +1.9% | +2.0% | -0.1% | +0.9% |
| 6M | +8.4% | +13.0% | -4.6% | +1.9% |
| YTD | +9.2% | +13.5% | -4.4% | +2.4% |
| 1Y | +12.3% | +20.0% | -7.7% | +2.3% |
| All | +26.1% | +49.5% | -23.4% | +1.0% |
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