+143.1%
SIXS vs SPY
+182.4%
-39.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.4% |
| 30D | +4.7% | -3.7% | +8.4% | +7.7% |
| 3M | -0.6% | -2.7% | +2.2% | +1.4% |
| 6M | +6.3% | +2.2% | +4.1% | +3.9% |
| YTD | +16.2% | +10.8% | +5.4% | +6.0% |
| 1Y | +20.3% | +11.2% | +9.1% | +9.4% |
| 3Y | +45.6% | +76.5% | -30.9% | -12.2% |
| 5Y | +20.7% | +72.9% | -52.2% | -25.6% |
| All | +143.1% | +182.4% | -39.3% | -20.9% |
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