+21.5%
FUNC vs SPY
+21.3%
+0.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +0.2% | -1.9% | -1.8% |
| 3M | +15.9% | +2.8% | +13.2% | +15.0% |
| 6M | +22.6% | +14.3% | +8.3% | +15.2% |
| YTD | +19.6% | +14.0% | +5.7% | +12.5% |
| All | +21.5% | +21.3% | +0.2% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling