+64.8%
FORM vs SPY
+14.6%
+50.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.7% | -13.6% | -17.1% |
| 7D | -22.7% | -0.7% | -22.0% | -20.9% |
| 30D | -42.4% | -1.0% | -41.4% | -39.9% |
| 3M | -29.1% | -0.3% | -28.8% | -27.9% |
| 6M | -36.6% | +7.3% | -43.9% | -45.8% |
| YTD | +52.8% | +13.3% | +39.5% | +14.8% |
| 1Y | +64.8% | +14.8% | +50.0% | +20.9% |
| All | +64.8% | +14.6% | +50.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling