+479.4%
F vs SPY
+3,091.8%
-2,612.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 6M | +16.8% | +13.0% | +3.8% | +2.0% |
| YTD | +15.3% | +13.5% | +1.8% | +0.1% |
| 1Y | +31.0% | +20.0% | +11.0% | +6.9% |
| 3Y | +45.4% | +77.2% | -31.8% | -24.1% |
| 5Y | +54.7% | +81.9% | -27.2% | -19.3% |
| 10Y | +98.2% | +314.1% | -215.8% | -58.5% |
| All | +479.4% | +3,091.8% | -2,612.4% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling