-94.1%
PSFE vs SPY
+136.2%
-230.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +1.8% |
| 7D | +20.4% | +0.1% | +20.3% | +19.9% |
| 30D | +22.9% | -3.3% | +26.2% | +30.0% |
| 3M | -3.1% | -2.4% | -0.7% | +1.3% |
| 6M | -23.6% | +2.6% | -26.2% | -27.7% |
| YTD | -12.4% | +11.2% | -23.6% | -28.5% |
| 1Y | -30.4% | +13.4% | -43.7% | -44.5% |
| 3Y | -31.4% | +79.9% | -111.3% | -76.6% |
| 5Y | -92.3% | +72.2% | -164.5% | -97.0% |
| All | -94.1% | +136.2% | -230.2% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling