+59.9%
FORM vs SPY
+11.9%
+48.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.7% |
| 7D | -11.5% | -0.6% | -10.9% | -9.5% |
| 30D | -38.7% | -3.7% | -35.0% | -29.4% |
| 3M | -23.9% | -2.7% | -21.1% | -15.2% |
| 6M | -42.1% | +2.2% | -44.3% | -42.9% |
| YTD | +53.5% | +10.8% | +42.7% | +24.8% |
| 1Y | +59.9% | +11.2% | +48.7% | +29.4% |
| All | +59.9% | +11.9% | +48.0% | +29.4% |
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