+2,542.2%
SXI vs SPY
+3,059.5%
-517.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | -17.8% | -1.4% | -16.4% | -16.7% |
| 3M | -8.4% | +3.7% | -12.1% | -11.1% |
| 6M | +3.9% | +13.0% | -9.1% | -6.7% |
| YTD | +24.7% | +12.4% | +12.3% | +12.8% |
| 1Y | +36.4% | +18.5% | +17.9% | +17.8% |
| 3Y | +89.5% | +77.6% | +11.8% | +14.1% |
| 5Y | +194.8% | +81.7% | +113.1% | +72.8% |
| 10Y | +244.4% | +319.7% | -75.3% | +0.2% |
| All | +2,542.2% | +3,059.5% | -517.3% | +240.3% |
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