+294.0%
SF vs SPY
+307.0%
-13.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.2% |
| 7D | +2.0% | +2.6% | -0.6% | -1.6% |
| 30D | +7.3% | -2.0% | +9.3% | +10.0% |
| 3M | -14.7% | -2.8% | -12.0% | -11.6% |
| 6M | -1.4% | +2.1% | -3.6% | -4.9% |
| YTD | -11.7% | +11.5% | -23.1% | -24.5% |
| 1Y | -9.0% | +13.5% | -22.5% | -24.1% |
| 3Y | +92.6% | +77.7% | +14.9% | -13.4% |
| 5Y | +56.4% | +72.6% | -16.3% | -25.9% |
| All | +294.0% | +307.0% | -13.0% | -50.4% |
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