-1.9%
SPIP vs SPY
+67.0%
-68.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.5% |
| 7D | -0.4% | -4.7% | +4.3% | -0.1% |
| 30D | +1.8% | -5.9% | +7.8% | +2.3% |
| 3M | -1.0% | -4.5% | +3.5% | -0.7% |
| 6M | -1.8% | +1.8% | -3.6% | -2.0% |
| YTD | -0.4% | +8.3% | -8.7% | -1.0% |
| 1Y | -0.4% | +9.3% | -9.7% | -1.0% |
| 3Y | +11.8% | +74.9% | -63.0% | +6.7% |
| 5Y | -1.9% | +67.3% | -69.2% | -7.4% |
| All | -1.9% | +67.0% | -68.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling