+89.6%
SPIP vs SPY
+591.0%
-501.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | 0.0% |
| 7D | -0.4% | -4.7% | +4.3% | -0.6% |
| 30D | +1.8% | -5.9% | +7.8% | +1.6% |
| 3M | -1.0% | -4.5% | +3.5% | -1.2% |
| 6M | -1.8% | +1.8% | -3.6% | -1.7% |
| YTD | -0.4% | +8.3% | -8.7% | -0.1% |
| 1Y | -0.4% | +9.3% | -9.7% | 0.0% |
| 3Y | +11.8% | +74.9% | -63.0% | +14.6% |
| 5Y | -1.9% | +67.3% | -69.2% | +0.2% |
| 10Y | +24.6% | +311.6% | -287.0% | +36.5% |
| All | +89.6% | +591.0% | -501.3% | +110.5% |
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