-87.5%
SAFX vs SPY
+14.6%
-102.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -9.8% |
| 7D | -20.0% | -0.7% | -19.3% | -18.8% |
| 30D | -66.7% | -1.0% | -65.6% | -65.6% |
| 3M | -72.9% | -0.3% | -72.6% | -72.7% |
| 6M | -83.0% | +7.3% | -90.3% | -85.8% |
| YTD | -63.4% | +13.3% | -76.7% | -74.6% |
| 1Y | -87.5% | +14.8% | -102.3% | -91.3% |
| All | -87.5% | +14.6% | -102.1% | -91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling