+31.7%
SIXS vs SPY
+82.0%
-50.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +9.1% | +2.0% | +7.1% | +7.2% |
| 6M | +7.9% | +13.0% | -5.2% | -1.8% |
| YTD | +16.7% | +13.5% | +3.1% | +5.8% |
| 1Y | +17.2% | +20.0% | -2.7% | +1.8% |
| 3Y | +39.6% | +77.2% | -37.6% | -11.3% |
| All | +31.7% | +82.0% | -50.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling