+90.1%
SPIB vs SPY
+1,243.2%
-1,153.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +0.6% | -3.7% | +4.3% | +0.7% |
| 3M | -0.9% | -2.7% | +1.8% | -0.8% |
| 6M | -1.2% | +2.2% | -3.3% | -1.2% |
| YTD | -0.5% | +10.8% | -11.4% | -0.9% |
| 1Y | +0.3% | +11.2% | -11.0% | -0.1% |
| 3Y | +17.7% | +76.5% | -58.7% | +15.7% |
| 5Y | +8.3% | +72.9% | -64.6% | +6.2% |
| 10Y | +30.3% | +304.8% | -274.5% | +28.2% |
| All | +90.1% | +1,243.2% | -1,153.1% | +90.2% |
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