+90.3%
SPIB vs SPY
+1,217.0%
-1,126.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | +1.2% | -5.4% | +6.6% | +1.4% |
| 3M | -0.9% | -4.1% | +3.1% | -0.8% |
| 6M | -1.1% | +0.7% | -1.8% | -1.1% |
| YTD | -0.4% | +8.7% | -9.1% | -0.7% |
| 1Y | +0.3% | +10.9% | -10.5% | 0.0% |
| 3Y | +18.1% | +75.0% | -56.9% | +16.1% |
| 5Y | +7.9% | +67.8% | -59.9% | +5.8% |
| 10Y | +29.2% | +312.9% | -283.7% | +27.3% |
| All | +90.3% | +1,217.0% | -1,126.8% | +90.5% |
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