-83.0%
FOFO vs SPY
+17.8%
-100.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.3% |
| 7D | -15.0% | +0.5% | -15.5% | -15.4% |
| 30D | -14.3% | -0.9% | -13.3% | -13.7% |
| 3M | -38.6% | +3.9% | -42.5% | -40.8% |
| 6M | -39.0% | +14.5% | -53.5% | -46.3% |
| YTD | -78.3% | +12.9% | -91.2% | -80.8% |
| All | -83.0% | +17.8% | -100.8% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling