+95.1%
F vs SPY
+313.2%
-218.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.9% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | -3.7% | +2.0% | -5.7% | -6.0% |
| 6M | +16.8% | +13.0% | +3.8% | +1.6% |
| YTD | +15.3% | +13.5% | +1.8% | -0.2% |
| 1Y | +31.0% | +20.0% | +11.0% | +6.3% |
| 3Y | +45.4% | +77.2% | -31.8% | -26.1% |
| 5Y | +54.7% | +81.9% | -27.2% | -22.0% |
| All | +95.1% | +313.2% | -218.1% | -60.9% |
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