+72.6%
PSFF vs SPY
+118.2%
-45.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.4% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -1.2% | -3.3% | +2.2% | +0.4% |
| 3M | +0.5% | -2.4% | +2.9% | +1.6% |
| 6M | +3.6% | +2.6% | +1.0% | +2.2% |
| YTD | +8.5% | +11.2% | -2.8% | +2.9% |
| 1Y | +10.4% | +13.4% | -3.0% | +3.7% |
| 3Y | +43.9% | +79.9% | -36.0% | +7.6% |
| 5Y | +55.2% | +72.2% | -17.0% | +17.3% |
| All | +72.6% | +118.2% | -45.6% | +15.1% |
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 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