-82.3%
FOFO vs SPY
+18.4%
-100.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -6.0% | +0.1% | -6.1% | -6.2% |
| 30D | -16.2% | +0.1% | -16.2% | -16.2% |
| 3M | -64.7% | +2.0% | -66.7% | -64.5% |
| 6M | -32.1% | +13.0% | -45.1% | -39.9% |
| YTD | -77.5% | +13.5% | -91.0% | -80.1% |
| All | -82.3% | +18.4% | -100.8% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling