-43.4%
FF vs SPY
+72.1%
-115.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.7% |
| 7D | -45.5% | +2.6% | -48.1% | -46.5% |
| 30D | -46.8% | -2.0% | -44.8% | -46.1% |
| 3M | -48.8% | -2.8% | -46.1% | -47.9% |
| 6M | -28.3% | +2.1% | -30.4% | -29.8% |
| YTD | -7.4% | +11.5% | -18.9% | -15.3% |
| 1Y | -11.6% | +13.5% | -25.0% | -20.2% |
| 3Y | -19.5% | +77.7% | -97.2% | -50.2% |
| All | -43.4% | +72.1% | -115.5% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling