Harbor Scientific Alpha Income (SIFI) Performance
SIFI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +0.3% since Dec 31, 2025
- 1 year
- +1.2% total return
- 5 years
- +2.3% a year
- Since first price
- +1.9% a year since 2021
SIFI trailing returns vs AGG, TLT, SPY
| Period | SIFI total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.1% | −0.3% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.5% | −1.9% | −0.4% | −1.0% | +3.2% |
| 6 months | −0.5% | −3.1% | −1.5% | −3.8% | +7.8% |
| YTD | +0.3% | −3.5% | −1.0% | −3.4% | +12.3% |
| 1 year | +1.2% | −5.1% | −1.1% | −6.9% | +14.4% |
| 3 years | +23.3%+7.2%/yr | +2.5% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +12.2%+2.3%/yr | −14.0% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionSep 16, 2021 | +10.3%+1.9%/yr | −15.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SIFI vs AGG
From Sep 16, 2021: SIFI grew to $11,032, AGG to $9,777.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SIFI returns by calendar year
3 of 4 full years positive. Best 2025 (+8.8%), worst 2022 (−10.6%). 2026 is year to date.
SIFI annual returns table
| Year | SIFI | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +0.3% | −2.9% | −1.0% | −3.4% | +12.3% |
| 2025 | +8.8% | −3.5% | +7.2% | +4.3% | +17.7% |
| 2024 | +5.1% | −2.3% | +1.3% | −8.1% | +24.9% |
| 2023 | +8.8% | −2.9% | +5.7% | +2.8% | +26.2% |
| 2022 | −10.6% | −13.4% | −13.0% | −31.2% | −18.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SIFI largest drawdowns
Now 1.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 16, 2021 | −14.7% | Sep 27, 2022 | Aug 2, 2024 | 1.0 years | 2.9 years |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
SIFI risk statistics
| Statistic | 3 years | 5 years |
|---|---|---|
| Annualized return | +6.6% | +2.0% |
| Volatility (annualized) | 4.6% | 5.7% |
| Sharpe ratio | 0.47 | -0.26 |
| Sortino ratio | 0.73 | -0.34 |
| Best month | +3.8% | +3.8% |
| Worst month | −2.6% | −3.6% |
| Best 12 months | +13.4% | +13.4% |
| Worst 12 months | +0.6% | −13.5% |
| Positive months | 72% | 62% |
| Beta vs S&P 500 | 0.23 | 0.27 |
| Correlation with S&P 500 | 0.63 | 0.74 |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SIFI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 50 | −13.5% | +6.2% | +13.4% | 86% |
| 3-year (a year) | 26 | +0.7% | +6.8% | +8.3% | 100% |
| 5-year (a year) | 2 | +2.0% | +2.2% | +2.3% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
SIFI performance overview
Harbor Scientific Alpha Income (SIFI) returned +1.2% over the past year and +2.3% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +1.9% a year, turning $10,000 into about $11,032. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −14.7%, from Sep 16, 2021 to Sep 27, 2022, and it took 1.8 years to get back to the old high. SIFI finished 3 of its 4 full calendar years with a gain; the best year was 2025 (+8.8%) and the worst 2022 (−10.6%). Volatility has been 5.7% a year.
Related: SIFI chart, SIFI dividends, SIFI bond profile. See the SIFI overview for the latest quote and fund facts.
SIFI performance FAQ
What is the SIFI return over the past year?
SIFI returned +1.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 5.1%.
What is the average annual return of SIFI?
SIFI has returned +2.3% a year over 5 years, +1.9% a year since September 16, 2021 (total return, distributions reinvested).
How much would $10,000 invested in SIFI be worth?
$10,000 invested in SIFI at its first recorded close on September 16, 2021 would be worth about $11,032 on October 23, 2026 with distributions reinvested.
What was the worst year for SIFI?
The worst calendar year was 2022, with a total return of −10.6%. The best was 2025 at +8.8%.
What is the biggest drawdown of SIFI?
The largest peak-to-trough decline was −14.7% between September 16, 2021 and September 27, 2022. It recovered to the old high on August 2, 2024, 1.8 years after the bottom.
How volatile is SIFI?
Over the past 3 years SIFI had an annualized volatility of 4.6% and a Sharpe ratio of 0.47 (excess return over 1–3 month T-bills per unit of risk).