-47.2%
FIAT vs SPY
+40.4%
-87.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.2% |
| 30D | -17.3% | +0.1% | -17.4% | -16.9% |
| 3M | -13.0% | +2.0% | -15.0% | -8.9% |
| 6M | +0.4% | +13.0% | -12.6% | +28.7% |
| YTD | -1.5% | +13.5% | -15.1% | +29.1% |
| 1Y | +15.8% | +20.0% | -4.2% | +69.0% |
| All | -47.2% | +40.4% | -87.6% | +5.5% |
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 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