-99.3%
SAFX vs SPY
+27.2%
-126.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.2% | +0.3% | -17.6% | -17.7% |
| 7D | -41.5% | -2.7% | -38.8% | -39.0% |
| 30D | -76.5% | -5.4% | -71.2% | -74.5% |
| 3M | -80.4% | -4.1% | -76.3% | -79.1% |
| 6M | -84.0% | +0.7% | -84.7% | -83.8% |
| YTD | -73.6% | +8.7% | -82.3% | -75.8% |
| 1Y | -89.3% | +10.9% | -100.1% | -90.2% |
| All | -99.3% | +27.2% | -126.5% | -99.1% |
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