+96.9%
SIXH vs SPY
+186.4%
-89.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +1.8% | -1.4% | +3.2% | +2.3% |
| 3M | +5.9% | +3.7% | +2.1% | +4.4% |
| 6M | +5.0% | +13.0% | -8.0% | +0.3% |
| YTD | +14.2% | +12.4% | +1.8% | +9.2% |
| 1Y | +15.6% | +18.5% | -3.0% | +8.3% |
| 3Y | +45.0% | +77.6% | -32.6% | +14.7% |
| 5Y | +60.6% | +81.7% | -21.1% | +23.6% |
| All | +96.9% | +186.4% | -89.5% | +29.2% |
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