+151.3%
FOF vs SPY
+311.3%
-160.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | -2.6% | -0.9% | -1.6% | -1.9% |
| 3M | -1.7% | +3.9% | -5.6% | -4.5% |
| 6M | -1.9% | +14.5% | -16.5% | -11.3% |
| YTD | +5.5% | +12.9% | -7.4% | -3.6% |
| 1Y | +8.9% | +19.4% | -10.5% | -4.6% |
| 3Y | +57.0% | +78.5% | -21.5% | +0.9% |
| 5Y | +38.6% | +81.8% | -43.2% | -13.2% |
| 10Y | +151.3% | +311.5% | -160.3% | -19.5% |
| All | +151.3% | +311.3% | -160.1% | -19.5% |
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 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