+236.2%
FUN vs SPY
+3,085.7%
-2,849.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.1% |
| 7D | +5.2% | -0.7% | +5.9% | +5.7% |
| 30D | -34.6% | -1.0% | -33.6% | -34.0% |
| 3M | -56.3% | -0.3% | -55.9% | -56.0% |
| 6M | -55.1% | +7.3% | -62.4% | -57.2% |
| YTD | -48.3% | +13.3% | -61.6% | -52.3% |
| 1Y | -62.5% | +14.8% | -77.3% | -65.7% |
| 3Y | -78.8% | +82.9% | -161.7% | -85.6% |
| 5Y | -82.6% | +75.6% | -158.2% | -87.9% |
| 10Y | -82.3% | +330.5% | -412.8% | -92.4% |
| All | +236.2% | +3,085.7% | -2,849.4% | -43.8% |
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