+48.4%
SIXJ vs SPY
+71.9%
-23.5%
-14.1%
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% | +0.1% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +2.9% | +2.0% | +0.9% | +1.8% |
| 6M | +8.2% | +13.0% | -4.8% | +1.4% |
| YTD | +9.0% | +13.5% | -4.6% | +1.8% |
| 1Y | +13.4% | +20.0% | -6.6% | +2.7% |
| 3Y | +48.3% | +77.2% | -28.9% | +7.9% |
| All | +48.4% | +71.9% | -23.5% | +7.5% |
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 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