-85.5%
FOFO vs SPY
+11.5%
-96.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +11.8% | -0.6% | +12.4% | +11.1% |
| 30D | -7.2% | -3.7% | -3.5% | -5.3% |
| 3M | -30.5% | -2.7% | -27.8% | -29.7% |
| 6M | -28.6% | +2.2% | -30.8% | -29.5% |
| YTD | -81.4% | +10.8% | -92.2% | -84.1% |
| All | -85.5% | +11.5% | -96.9% | -87.5% |
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 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