-13.5%
F vs SPY
+74.6%
-88.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.8% |
| 7D | -2.1% | -0.9% | -1.2% | -1.3% |
| 30D | +3.3% | -2.4% | +5.7% | +5.9% |
| 3M | -11.3% | -1.2% | -10.2% | -10.4% |
| 6M | +5.3% | +3.3% | +2.0% | +0.9% |
| YTD | -2.2% | +12.3% | -14.5% | -15.4% |
| 1Y | -3.5% | +12.4% | -16.0% | -16.7% |
| 3Y | +49.5% | +78.8% | -29.3% | -31.2% |
| 5Y | -13.5% | +75.2% | -88.7% | -58.0% |
| All | -13.5% | +74.6% | -88.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling