+238.8%
SXI vs SPY
+322.5%
-83.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.1% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | -18.6% | -1.1% | -17.5% | -17.6% |
| 3M | -11.4% | +3.9% | -15.2% | -14.8% |
| 6M | +2.9% | +13.6% | -10.7% | -10.3% |
| YTD | +24.3% | +12.7% | +11.7% | +9.6% |
| 1Y | +29.8% | +17.5% | +12.3% | +9.5% |
| 3Y | +87.8% | +76.9% | +10.9% | +1.6% |
| 5Y | +196.3% | +83.6% | +112.7% | +51.9% |
| All | +238.8% | +322.5% | -83.6% | -35.6% |
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