+182.9%
PSF vs SPY
+753.9%
-570.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | +0.2% | +2.0% | -1.8% | -0.9% |
| 6M | -0.9% | +13.0% | -13.9% | -6.8% |
| YTD | 0.0% | +13.5% | -13.6% | -6.2% |
| 1Y | +1.9% | +20.0% | -18.1% | -7.0% |
| 3Y | +35.0% | +77.2% | -42.2% | +0.4% |
| 5Y | -6.7% | +81.9% | -88.6% | -32.3% |
| 10Y | +53.7% | +314.1% | -260.4% | -22.4% |
| All | +182.9% | +753.9% | -570.9% | +18.2% |
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