+200.4%
SXI vs SPY
+82.3%
+118.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -18.6% | -1.1% | -17.5% | -17.7% |
| 3M | -11.4% | +3.9% | -15.2% | -14.5% |
| 6M | +2.9% | +13.6% | -10.7% | -9.1% |
| YTD | +24.3% | +12.7% | +11.7% | +10.9% |
| 1Y | +29.8% | +17.5% | +12.3% | +11.4% |
| 3Y | +87.8% | +76.9% | +10.9% | +11.9% |
| All | +200.4% | +82.3% | +118.1% | +73.2% |
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