-74.3%
SRI vs SPY
+1,180.5%
-1,254.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.7% |
| 7D | -11.4% | -0.6% | -10.8% | -9.9% |
| 30D | -19.2% | -3.7% | -15.5% | -14.3% |
| 3M | -27.8% | -2.7% | -25.1% | -24.4% |
| 6M | -32.9% | +2.2% | -35.0% | -33.7% |
| YTD | -11.4% | +10.8% | -22.2% | -19.8% |
| 1Y | -14.4% | +11.2% | -25.6% | -22.8% |
| 3Y | -67.9% | +76.5% | -144.4% | -82.8% |
| 5Y | -76.4% | +72.9% | -149.3% | -87.1% |
| 10Y | -66.6% | +304.8% | -371.4% | -93.6% |
| All | -74.3% | +1,180.5% | -1,254.9% | -98.0% |
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