+104.1%
SIXH vs SPY
+185.1%
-81.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.3% | +3.3% | 0.0% | +2.1% |
| 30D | +4.4% | -2.7% | +7.1% | +5.3% |
| 3M | +4.9% | -1.7% | +6.6% | +5.4% |
| 6M | +10.3% | +3.1% | +7.2% | +8.9% |
| YTD | +18.4% | +11.9% | +6.5% | +13.3% |
| 1Y | +20.5% | +12.0% | +8.5% | +15.3% |
| 3Y | +47.7% | +78.2% | -30.4% | +16.6% |
| 5Y | +66.2% | +73.2% | -7.0% | +30.3% |
| All | +104.1% | +185.1% | -81.0% | +34.0% |
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 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