-96.2%
SAFX vs SPY
+32.9%
-129.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.2% |
| 7D | +9.5% | +0.1% | +9.4% | +9.2% |
| 30D | +8.9% | +0.1% | +8.8% | +8.5% |
| 3M | -10.7% | +2.0% | -12.7% | -12.7% |
| 6M | +96.5% | +13.0% | +83.5% | +68.4% |
| YTD | +44.0% | +13.5% | +30.4% | +23.4% |
| 1Y | -72.5% | +20.0% | -92.5% | -77.4% |
| All | -96.2% | +32.9% | -129.1% | -95.7% |
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 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