-75.3%
FUN vs SPY
+74.5%
-149.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -4.4% | +20.9% | +22.5% |
| 7D | +20.3% | -4.7% | +25.0% | +27.2% |
| 30D | -23.5% | -5.9% | -17.6% | -17.4% |
| 3M | -50.7% | -4.5% | -46.2% | -47.8% |
| 6M | -49.0% | +1.8% | -50.8% | -51.3% |
| YTD | -39.8% | +8.3% | -48.1% | -47.1% |
| 1Y | -54.7% | +9.3% | -64.0% | -60.7% |
| All | -75.3% | +74.5% | -149.9% | -89.2% |
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