-31.2%
FIAT vs SPY
+37.9%
-69.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +0.4% |
| 7D | +3.3% | +2.6% | +0.7% | +8.4% |
| 30D | +25.0% | -2.0% | +27.0% | +21.8% |
| 3M | +8.8% | -2.8% | +11.5% | +5.2% |
| 6M | +29.5% | +2.1% | +27.4% | +38.4% |
| YTD | +28.2% | +11.5% | +16.7% | +64.9% |
| 1Y | +50.8% | +13.5% | +37.3% | +100.9% |
| All | -31.2% | +37.9% | -69.1% | +34.9% |
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 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