+246.4%
FV vs SPY
+308.5%
-62.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +4.8% | +3.3% | +1.5% | +1.3% |
| 30D | -2.4% | -2.7% | +0.3% | +0.5% |
| 3M | -0.8% | -1.7% | +0.9% | +1.1% |
| 6M | +4.4% | +3.1% | +1.3% | +1.1% |
| YTD | +15.6% | +11.9% | +3.7% | +2.7% |
| 1Y | +17.7% | +12.0% | +5.7% | +4.5% |
| 3Y | +64.2% | +78.2% | -14.0% | -10.5% |
| 5Y | +46.3% | +73.2% | -26.9% | -17.9% |
| All | +246.4% | +308.5% | -62.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling