+282.1%
FV vs SPY
+394.8%
-112.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +0.2% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -4.5% | -3.3% | -1.1% | -1.0% |
| 3M | -1.3% | -2.4% | +1.1% | +1.3% |
| 6M | +4.0% | +2.6% | +1.5% | +1.3% |
| YTD | +14.0% | +11.2% | +2.8% | +2.0% |
| 1Y | +17.6% | +13.4% | +4.2% | +3.1% |
| 3Y | +65.8% | +79.9% | -14.1% | -10.4% |
| 5Y | +44.1% | +72.2% | -28.1% | -18.6% |
| 10Y | +238.6% | +307.3% | -68.7% | -23.8% |
| All | +282.1% | +394.8% | -112.7% | -32.3% |
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