-2.1%
SPIP vs SPY
+67.4%
-69.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.5% |
| 30D | +1.8% | -5.4% | +7.2% | +2.2% |
| 3M | -0.8% | -4.1% | +3.3% | -0.5% |
| 6M | -1.9% | +0.7% | -2.6% | -2.0% |
| YTD | -0.3% | +8.7% | -9.0% | -1.0% |
| 1Y | -0.6% | +10.9% | -11.5% | -1.4% |
| 3Y | +12.2% | +75.0% | -62.8% | +7.0% |
| All | -2.1% | +67.4% | -69.5% | -7.7% |
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 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