-77.2%
SRI vs SPY
+67.4%
-144.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +3.9% |
| 7D | -12.1% | -2.7% | -9.4% | -7.7% |
| 30D | -23.5% | -5.4% | -18.1% | -16.0% |
| 3M | -31.2% | -4.1% | -27.1% | -26.0% |
| 6M | -29.3% | +0.7% | -30.0% | -29.0% |
| YTD | -13.8% | +8.7% | -22.5% | -21.2% |
| 1Y | -13.4% | +10.9% | -24.2% | -23.0% |
| 3Y | -69.6% | +75.0% | -144.5% | -83.4% |
| All | -77.2% | +67.4% | -144.6% | -87.5% |
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 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