-12.1%
FF vs SPY
+306.4%
-318.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.5% | -0.4% | -38.1% | -38.2% |
| 7D | -45.2% | -0.6% | -44.6% | -44.9% |
| 30D | -40.2% | -3.7% | -36.6% | -38.4% |
| 3M | -39.4% | -2.7% | -36.7% | -38.2% |
| 6M | -36.1% | +2.2% | -38.2% | -37.6% |
| YTD | -0.4% | +10.8% | -11.2% | -9.5% |
| 1Y | -16.6% | +11.2% | -27.9% | -24.6% |
| 3Y | -11.5% | +76.5% | -88.0% | -47.7% |
| 5Y | -36.8% | +72.9% | -109.8% | -62.4% |
| All | -12.1% | +306.4% | -318.5% | -79.8% |
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