+45.1%
SIXO vs SPY
+90.6%
-45.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +2.1% | +2.0% | +0.1% | +1.0% |
| 6M | +4.5% | +13.0% | -8.6% | -1.8% |
| YTD | +5.1% | +13.5% | -8.5% | -1.5% |
| 1Y | +8.1% | +20.0% | -11.9% | -1.4% |
| 3Y | +29.7% | +77.2% | -47.5% | -3.4% |
| All | +45.1% | +90.6% | -45.5% | +2.1% |
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