-84.9%
FOFO vs SPY
+12.1%
-96.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.9% | +2.6% | -5.5% | -4.0% |
| 30D | -16.2% | -2.0% | -14.2% | -15.5% |
| 3M | -30.4% | -2.8% | -27.7% | -29.5% |
| 6M | -28.2% | +2.1% | -30.3% | -28.7% |
| YTD | -81.8% | +11.5% | -93.3% | -84.5% |
| 1Y | -84.9% | +13.5% | -98.3% | -87.0% |
| All | -84.9% | +12.1% | -96.9% | -87.0% |
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