+121.3%
FOR vs SPY
+313.4%
-192.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -5.7% | +0.1% | -5.8% | -5.7% |
| 3M | -2.1% | +2.0% | -4.1% | -4.2% |
| 6M | +0.7% | +13.0% | -12.3% | -11.0% |
| YTD | +13.2% | +13.5% | -0.3% | -0.5% |
| 1Y | -1.0% | +20.0% | -20.9% | -17.8% |
| 3Y | -4.6% | +77.2% | -81.8% | -46.8% |
| 5Y | +36.5% | +81.9% | -45.4% | -25.9% |
| All | +121.3% | +313.4% | -192.1% | -42.9% |
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