+17,339.9%
FIZZ vs SPY
+3,067.3%
+14,272.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.2% |
| 30D | +1.4% | -1.1% | +2.4% | +2.0% |
| 3M | -6.1% | +3.9% | -10.0% | -8.4% |
| 6M | +0.7% | +13.6% | -12.9% | -7.2% |
| YTD | +8.8% | +12.7% | -3.8% | +0.6% |
| 1Y | -14.0% | +17.5% | -31.5% | -22.6% |
| 3Y | -23.5% | +76.9% | -100.5% | -47.6% |
| 5Y | -24.9% | +83.6% | -108.4% | -49.9% |
| 10Y | +82.8% | +320.7% | -237.9% | -29.4% |
| All | +17,339.9% | +3,067.3% | +14,272.5% | +3,757.5% |
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