+30.7%
FF vs SPY
+75.1%
-44.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -6.2% | -2.7% | -3.5% | -4.8% |
| 30D | +3.9% | -5.4% | +9.3% | +6.9% |
| 3M | +2.3% | -4.1% | +6.4% | +4.4% |
| 6M | +11.5% | +0.7% | +10.8% | +10.5% |
| YTD | +69.8% | +8.7% | +61.2% | +60.9% |
| 1Y | +47.1% | +10.9% | +36.2% | +37.5% |
| 3Y | +30.7% | +75.0% | -44.3% | -6.9% |
| All | +30.7% | +75.1% | -44.4% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling