-24.3%
FF vs SPY
+308.5%
-332.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -47.6% | +3.3% | -50.9% | -49.0% |
| 30D | -45.7% | -2.7% | -43.0% | -44.5% |
| 3M | -51.5% | -1.7% | -49.8% | -51.0% |
| 6M | -30.2% | +3.1% | -33.3% | -32.4% |
| YTD | -9.6% | +11.9% | -21.5% | -18.7% |
| 1Y | -14.7% | +12.0% | -26.7% | -23.4% |
| 3Y | -19.7% | +78.2% | -97.9% | -53.0% |
| 5Y | -44.3% | +73.2% | -117.6% | -66.9% |
| All | -24.3% | +308.5% | -332.8% | -82.9% |
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