+396.5%
F vs SPY
+2,945.2%
-2,548.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +3.9% |
| 7D | +1.4% | -4.7% | +6.1% | +6.8% |
| 30D | +2.0% | -5.9% | +8.0% | +9.0% |
| 3M | -10.4% | -4.5% | -5.8% | -5.8% |
| 6M | +9.7% | +1.8% | +7.9% | +7.4% |
| YTD | -1.2% | +8.3% | -9.5% | -9.8% |
| 1Y | 0.0% | +9.3% | -9.3% | -9.6% |
| 3Y | +41.1% | +74.9% | -33.8% | -25.5% |
| 5Y | -11.4% | +67.3% | -78.7% | -49.4% |
| 10Y | +85.0% | +311.6% | -226.6% | -61.1% |
| All | +396.5% | +2,945.2% | -2,548.7% | -88.0% |
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 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