+72.6%
FORM vs SPY
+12.1%
+60.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.0% |
| 7D | +7.9% | +2.6% | +5.3% | -0.2% |
| 30D | -26.9% | -2.0% | -24.9% | -20.0% |
| 3M | -33.5% | -2.8% | -30.7% | -25.4% |
| 6M | -32.3% | +2.1% | -34.4% | -33.3% |
| YTD | +56.9% | +11.5% | +45.4% | +25.0% |
| 1Y | +72.6% | +13.5% | +59.1% | +31.7% |
| All | +72.6% | +12.1% | +60.5% | +31.7% |
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