+86.1%
FORM vs SPY
+67.5%
+18.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.3% | +12.7% | +12.4% |
| 7D | -7.3% | -2.7% | -4.6% | -1.7% |
| 30D | -42.0% | -5.4% | -36.6% | -34.3% |
| 3M | -29.6% | -4.1% | -25.5% | -22.5% |
| 6M | -45.6% | +0.7% | -46.3% | -43.7% |
| YTD | +45.4% | +8.7% | +36.8% | +32.7% |
| 1Y | +49.6% | +10.9% | +38.7% | +32.1% |
| 3Y | +131.1% | +75.0% | +56.1% | +2.1% |
| All | +86.1% | +67.5% | +18.5% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling