-99.9%
SAFE vs SPY
+3,091.8%
-3,191.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | +0.6% | +2.0% | -1.4% | -2.5% |
| 6M | -1.4% | +13.0% | -14.4% | -16.1% |
| YTD | +13.1% | +13.5% | -0.4% | -4.4% |
| 1Y | -0.4% | +20.0% | -20.3% | -21.6% |
| 3Y | -18.7% | +77.2% | -95.9% | -61.8% |
| 5Y | -85.5% | +81.9% | -167.3% | -93.3% |
| 10Y | -60.3% | +314.1% | -374.4% | -93.5% |
| All | -99.9% | +3,091.8% | -3,191.7% | -99.9% |
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