+14.3%
FOR vs SPY
+67.0%
-52.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +2.2% |
| 7D | -2.3% | -4.7% | +2.4% | +2.4% |
| 30D | -7.0% | -5.9% | -1.1% | -1.4% |
| 3M | -17.3% | -4.5% | -12.8% | -13.5% |
| 6M | -8.3% | +1.8% | -10.1% | -10.2% |
| YTD | -0.7% | +8.3% | -9.0% | -8.5% |
| 1Y | -2.3% | +9.3% | -11.7% | -10.9% |
| 3Y | -7.6% | +74.9% | -82.4% | -48.0% |
| 5Y | +14.3% | +67.3% | -53.0% | -32.3% |
| All | +14.3% | +67.0% | -52.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling