-66.2%
SRI vs SPY
+82.0%
-148.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +0.9% | +2.0% | -1.0% | -1.7% |
| 6M | -3.5% | +13.0% | -16.5% | -18.0% |
| YTD | +29.2% | +13.5% | +15.6% | +9.7% |
| 1Y | -10.3% | +20.0% | -30.3% | -29.1% |
| 3Y | -64.5% | +77.2% | -141.7% | -81.2% |
| All | -66.2% | +82.0% | -148.2% | -83.1% |
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