+186.7%
FUNC vs SPY
+78.4%
+108.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.2% |
| 30D | +7.8% | -3.7% | +11.5% | +10.5% |
| 3M | +4.6% | -2.7% | +7.4% | +6.5% |
| 6M | +22.2% | +2.2% | +20.0% | +19.8% |
| YTD | +26.7% | +10.8% | +15.9% | +16.9% |
| 1Y | +32.6% | +11.2% | +21.4% | +22.0% |
| 3Y | +186.7% | +76.5% | +110.3% | +95.8% |
| All | +186.7% | +78.4% | +108.4% | +95.8% |
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 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