-44.7%
FIAT vs SPY
+39.0%
-83.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +0.9% |
| 7D | +0.4% | -0.4% | +0.7% | -0.1% |
| 30D | -14.3% | -1.4% | -12.9% | -16.1% |
| 3M | -12.2% | +3.7% | -15.9% | -5.3% |
| 6M | +0.5% | +13.0% | -12.5% | +28.8% |
| YTD | +3.1% | +12.4% | -9.3% | +32.7% |
| 1Y | +23.5% | +18.5% | +5.0% | +76.4% |
| All | -44.7% | +39.0% | -83.7% | +8.5% |
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