+78.4%
FOR vs SPY
+307.0%
-228.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -5.9% | +2.6% | -8.5% | -8.3% |
| 30D | -9.8% | -2.0% | -7.8% | -8.1% |
| 3M | -24.4% | -2.8% | -21.6% | -22.3% |
| 6M | -16.0% | +2.1% | -18.1% | -18.0% |
| YTD | -9.5% | +11.5% | -20.9% | -19.1% |
| 1Y | -8.9% | +13.5% | -22.4% | -20.0% |
| 3Y | -24.5% | +77.7% | -102.2% | -58.1% |
| 5Y | +1.6% | +72.6% | -71.0% | -41.8% |
| All | +78.4% | +307.0% | -228.6% | -45.9% |
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