+25.4%
SPIP vs SPY
+313.4%
-288.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -0.8% | +2.0% | -2.8% | -0.9% |
| 6M | -0.5% | +13.0% | -13.5% | -0.8% |
| YTD | +0.6% | +13.5% | -12.9% | +0.3% |
| 1Y | +0.9% | +20.0% | -19.1% | +0.4% |
| 3Y | +12.6% | +77.2% | -64.6% | +11.1% |
| 5Y | +0.5% | +81.9% | -81.4% | -1.2% |
| All | +25.4% | +313.4% | -288.0% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling