-69.4%
SAFX vs SPY
+19.4%
-88.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +5.6% |
| 7D | +7.9% | +0.5% | +7.3% | +6.4% |
| 30D | +5.1% | -0.9% | +6.1% | +6.8% |
| 3M | +7.9% | +3.9% | +4.0% | -2.1% |
| 6M | +85.5% | +14.5% | +71.0% | +31.8% |
| YTD | +50.2% | +12.9% | +37.3% | +9.8% |
| 1Y | -69.4% | +19.4% | -88.8% | -78.7% |
| All | -69.4% | +19.4% | -88.8% | -78.7% |
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