+46.6%
SIXH vs SPY
+78.0%
-31.5%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +2.7% | -3.3% | +6.0% | +3.5% |
| 3M | +3.9% | -2.4% | +6.3% | +4.4% |
| 6M | +9.6% | +2.6% | +7.0% | +8.8% |
| YTD | +16.6% | +11.2% | +5.4% | +13.1% |
| 1Y | +20.8% | +13.4% | +7.4% | +16.6% |
| 3Y | +46.6% | +79.9% | -33.3% | +27.5% |
| All | +46.6% | +78.0% | -31.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling