-77.9%
FUN vs SPY
+312.9%
-390.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +7.9% |
| 7D | +33.7% | -2.7% | +36.4% | +36.7% |
| 30D | -14.0% | -5.4% | -8.6% | -9.0% |
| 3M | -36.5% | -4.1% | -32.4% | -33.7% |
| 6M | -49.2% | +0.7% | -49.9% | -50.1% |
| YTD | -34.8% | +8.7% | -43.5% | -40.9% |
| 1Y | -45.6% | +10.9% | -56.5% | -51.9% |
| 3Y | -73.3% | +75.0% | -148.3% | -85.5% |
| 5Y | -78.6% | +67.8% | -146.4% | -88.0% |
| All | -77.9% | +312.9% | -390.8% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling