+16.2%
FOR vs SPY
+632.9%
-616.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -5.7% | +0.1% | -5.8% | -5.8% |
| 3M | -2.1% | +2.0% | -4.1% | -5.5% |
| 6M | +0.7% | +13.0% | -12.3% | -17.0% |
| YTD | +13.2% | +13.5% | -0.3% | -7.6% |
| 1Y | -1.0% | +20.0% | -20.9% | -26.0% |
| 3Y | -4.6% | +77.2% | -81.8% | -62.4% |
| 5Y | +36.5% | +81.9% | -45.4% | -49.9% |
| 10Y | +123.1% | +314.1% | -190.9% | -82.9% |
| All | +16.2% | +632.9% | -616.7% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling