+59.2%
MYFW vs SPY
+210.3%
-151.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | +8.7% | +2.0% | +6.7% | +7.2% |
| 6M | +24.5% | +13.0% | +11.5% | +15.1% |
| YTD | +17.0% | +13.5% | +3.4% | +7.8% |
| 1Y | +36.9% | +20.0% | +16.9% | +21.9% |
| 3Y | +49.7% | +77.2% | -27.5% | +6.4% |
| 5Y | +16.1% | +81.9% | -65.7% | -19.5% |
| All | +59.2% | +210.3% | -151.1% | -16.5% |
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