+180.3%
PSF vs SPY
+744.4%
-564.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +5.4% | -2.4% | +7.8% | +6.6% |
| 3M | -2.1% | -1.2% | -1.0% | -1.7% |
| 6M | -2.1% | +3.3% | -5.4% | -3.8% |
| YTD | -1.0% | +12.3% | -13.3% | -6.7% |
| 1Y | -2.5% | +12.4% | -14.9% | -8.2% |
| 3Y | +31.6% | +78.8% | -47.2% | -2.6% |
| 5Y | -2.5% | +75.2% | -77.6% | -27.8% |
| 10Y | +65.0% | +311.1% | -246.1% | -16.4% |
| All | +180.3% | +744.4% | -564.1% | +17.7% |
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