+8.0%
FFOX vs SPY
+24.5%
-16.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.9% |
| 7D | -4.1% | -2.7% | -1.4% | -1.1% |
| 30D | -6.1% | -5.4% | -0.7% | +0.1% |
| 3M | -10.9% | -4.1% | -6.8% | -6.5% |
| 6M | -7.0% | +0.7% | -7.7% | -7.8% |
| YTD | -1.8% | +8.7% | -10.4% | -11.2% |
| 1Y | +0.1% | +10.9% | -10.7% | -11.5% |
| All | +8.0% | +24.5% | -16.5% | -16.2% |
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 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