+916.7%
FUNC vs SPY
+2,945.2%
-2,028.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.4% |
| 7D | -0.7% | -4.7% | +4.0% | +0.4% |
| 30D | +5.3% | -5.9% | +11.3% | +6.9% |
| 3M | +2.8% | -4.5% | +7.3% | +3.9% |
| 6M | +23.6% | +1.8% | +21.8% | +23.0% |
| YTD | +25.2% | +8.3% | +16.8% | +22.6% |
| 1Y | +31.3% | +9.3% | +22.0% | +28.4% |
| 3Y | +193.5% | +74.9% | +118.7% | +158.7% |
| 5Y | +166.0% | +67.3% | +98.7% | +135.4% |
| 10Y | +415.1% | +311.6% | +103.5% | +292.2% |
| All | +916.7% | +2,945.2% | -2,028.5% | +846.2% |
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 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