+210.4%
FORM vs SPY
+80.4%
+130.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +8.3% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -17.9% | +2.0% | -19.9% | -19.3% |
| 6M | +12.2% | +13.0% | -0.8% | -10.3% |
| YTD | +86.3% | +13.5% | +72.7% | +47.4% |
| 1Y | +258.9% | +20.0% | +238.9% | +153.2% |
| All | +210.4% | +80.4% | +130.0% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling