+91.7%
SPIB vs SPY
+1,276.1%
-1,184.5%
-14.9%
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% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -0.3% | +2.0% | -2.3% | -0.4% |
| 6M | -0.6% | +13.0% | -13.7% | -1.0% |
| YTD | +0.3% | +13.5% | -13.3% | -0.1% |
| 1Y | +1.9% | +20.0% | -18.1% | +1.3% |
| 3Y | +18.1% | +77.2% | -59.1% | +16.0% |
| 5Y | +8.1% | +81.9% | -73.8% | +5.8% |
| 10Y | +30.1% | +314.1% | -284.0% | +27.9% |
| All | +91.7% | +1,276.1% | -1,184.5% | +91.7% |
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