+142.6%
FF vs SPY
+681.6%
-539.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | +6.5% | +0.1% | +6.4% | +6.2% |
| 3M | +20.6% | +2.0% | +18.6% | +17.7% |
| 6M | +20.3% | +13.0% | +7.3% | +6.0% |
| YTD | +67.9% | +13.5% | +54.4% | +47.0% |
| 1Y | +39.1% | +20.0% | +19.1% | +15.1% |
| 3Y | +21.8% | +77.2% | -55.4% | -33.7% |
| 5Y | +12.0% | +81.9% | -69.9% | -41.6% |
| 10Y | +57.9% | +314.1% | -256.2% | -69.2% |
| All | +142.6% | +681.6% | -539.1% | -81.3% |
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