-60.2%
SRI vs SPY
+311.3%
-371.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.9% |
| 7D | +2.5% | +0.5% | +2.0% | +1.8% |
| 30D | -2.4% | -0.9% | -1.5% | -1.2% |
| 3M | +0.7% | +3.9% | -3.2% | -4.0% |
| 6M | -2.8% | +14.5% | -17.3% | -17.4% |
| YTD | +25.7% | +12.9% | +12.8% | +9.5% |
| 1Y | -11.3% | +19.4% | -30.7% | -27.8% |
| 3Y | -62.0% | +78.5% | -140.4% | -79.8% |
| 5Y | -66.2% | +81.8% | -147.9% | -82.5% |
| 10Y | -60.2% | +311.5% | -371.7% | -92.5% |
| All | -60.2% | +311.3% | -371.5% | -92.5% |
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 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