-95.9%
SAFX vs SPY
+31.6%
-127.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.0% |
| 7D | +12.5% | -0.4% | +12.8% | +12.9% |
| 30D | -5.4% | -1.4% | -4.0% | -4.0% |
| 3M | +14.6% | +3.7% | +10.9% | +9.5% |
| 6M | +31.3% | +13.0% | +18.3% | +12.7% |
| YTD | +55.3% | +12.4% | +42.9% | +34.8% |
| 1Y | -68.8% | +18.5% | -87.4% | -74.0% |
| All | -95.9% | +31.6% | -127.4% | -95.3% |
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 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