-87.7%
SAFX vs SPY
+12.3%
-100.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.4% | +2.4% | +17.1% | +13.3% |
| 7D | -30.1% | +0.1% | -30.2% | -29.8% |
| 30D | -72.4% | -3.3% | -69.1% | -69.6% |
| 3M | -77.9% | -2.4% | -75.5% | -76.4% |
| 6M | -79.6% | +2.6% | -82.2% | -80.5% |
| YTD | -68.5% | +11.2% | -79.7% | -76.4% |
| All | -87.7% | +12.3% | -100.0% | -90.6% |
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