+67.3%
F vs SPY
+307.0%
-239.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | -3.1% | +2.6% | -5.7% | -6.0% |
| 30D | 0.0% | -2.0% | +2.0% | +2.0% |
| 3M | -13.2% | -2.8% | -10.4% | -10.6% |
| 6M | -10.2% | +2.1% | -12.3% | -12.7% |
| YTD | -4.9% | +11.5% | -16.4% | -16.3% |
| 1Y | -6.1% | +13.5% | -19.5% | -18.9% |
| 3Y | +46.0% | +77.7% | -31.7% | -26.4% |
| 5Y | -15.7% | +72.6% | -88.3% | -55.2% |
| All | +67.3% | +307.0% | -239.7% | -68.3% |
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 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