-77.8%
FUN vs SPY
+304.1%
-381.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.2% |
| 7D | +36.2% | -0.6% | +36.8% | +36.1% |
| 30D | -11.0% | -3.7% | -7.3% | -7.5% |
| 3M | -35.9% | -2.7% | -33.2% | -34.0% |
| 6M | -53.8% | +2.2% | -56.0% | -55.3% |
| YTD | -33.8% | +10.8% | -44.6% | -41.2% |
| 1Y | -37.9% | +11.2% | -49.1% | -45.0% |
| 3Y | -72.4% | +76.5% | -148.9% | -85.2% |
| 5Y | -77.4% | +72.9% | -150.3% | -87.7% |
| 10Y | -77.8% | +304.8% | -382.6% | -94.1% |
| All | -77.8% | +304.1% | -381.9% | -94.1% |
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 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