+271.9%
FV vs SPY
+383.4%
-111.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -7.1% | -2.7% | -4.4% | -4.4% |
| 30D | -5.7% | -5.4% | -0.4% | 0.0% |
| 3M | -2.1% | -4.1% | +1.9% | +2.3% |
| 6M | +1.5% | +0.7% | +0.8% | +0.8% |
| YTD | +11.0% | +8.7% | +2.3% | +1.8% |
| 1Y | +15.4% | +10.9% | +4.5% | +3.6% |
| 3Y | +61.0% | +75.0% | -14.0% | -10.4% |
| 5Y | +41.5% | +67.8% | -26.3% | -17.8% |
| 10Y | +237.6% | +312.9% | -75.3% | -25.1% |
| All | +271.9% | +383.4% | -111.5% | -32.4% |
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