+393.0%
F vs SPY
+2,954.7%
-2,561.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.1% |
| 7D | +1.6% | -2.7% | +4.3% | +4.5% |
| 30D | +2.6% | -5.4% | +8.0% | +8.9% |
| 3M | -8.8% | -4.1% | -4.7% | -4.6% |
| 6M | +4.6% | +0.7% | +3.9% | +3.6% |
| YTD | -1.9% | +8.7% | -10.6% | -10.7% |
| 1Y | -0.8% | +10.9% | -11.6% | -11.7% |
| 3Y | +43.5% | +75.0% | -31.5% | -24.3% |
| 5Y | -12.1% | +67.8% | -79.9% | -50.0% |
| 10Y | +83.6% | +312.9% | -229.2% | -61.5% |
| All | +393.0% | +2,954.7% | -2,561.7% | -88.1% |
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