+491.0%
FORM vs SPY
+1,068.7%
-577.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | -9.2% | +0.1% | -9.3% | -9.2% |
| 3M | -17.9% | +2.0% | -19.9% | -18.2% |
| 6M | +12.2% | +13.0% | -0.8% | -1.4% |
| YTD | +86.3% | +13.5% | +72.7% | +62.8% |
| 1Y | +258.9% | +20.0% | +238.9% | +193.1% |
| 3Y | +195.8% | +77.2% | +118.6% | +56.1% |
| 5Y | +159.9% | +81.9% | +78.0% | +37.8% |
| 10Y | +873.8% | +314.1% | +559.7% | +112.6% |
| All | +491.0% | +1,068.7% | -577.7% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling