+81.0%
F vs SPY
+315.0%
-234.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -2.1% |
| 7D | -0.6% | +0.1% | -0.7% | -1.0% |
| 30D | +2.9% | -3.3% | +6.2% | +6.6% |
| 3M | -9.5% | -2.4% | -7.1% | -7.2% |
| 6M | +4.0% | +2.6% | +1.5% | +0.8% |
| YTD | -1.3% | +11.2% | -12.5% | -12.8% |
| 1Y | -1.9% | +13.4% | -15.3% | -15.3% |
| 3Y | +53.5% | +79.9% | -26.4% | -23.7% |
| 5Y | -15.1% | +72.2% | -87.3% | -54.8% |
| 10Y | +81.0% | +307.3% | -226.3% | -64.7% |
| All | +81.0% | +315.0% | -234.0% | -64.7% |
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