-45.1%
FIAT vs SPY
+39.4%
-84.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | +0.2% |
| 7D | +4.0% | -0.8% | +4.7% | +2.6% |
| 30D | -15.0% | -1.1% | -14.0% | -16.3% |
| 3M | -11.2% | +3.9% | -15.1% | -4.1% |
| 6M | -1.1% | +13.6% | -14.8% | +27.9% |
| YTD | +2.4% | +12.7% | -10.3% | +32.4% |
| 1Y | +24.7% | +17.5% | +7.2% | +75.6% |
| All | -45.1% | +39.4% | -84.4% | +8.3% |
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 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