+37.2%
MYFW vs SPY
+21.3%
+15.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.8% |
| 7D | +1.8% | +0.3% | +1.6% | +1.7% |
| 30D | -2.7% | +0.2% | -2.9% | -2.8% |
| 3M | +11.4% | +2.8% | +8.6% | +9.7% |
| 6M | +25.7% | +14.3% | +11.5% | +16.6% |
| YTD | +17.2% | +14.0% | +3.2% | +8.6% |
| All | +37.2% | +21.3% | +15.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling