+12,254.2%
SF vs SPY
+3,091.8%
+9,162.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | +14.6% | +2.0% | +12.6% | +12.2% |
| 6M | +9.4% | +13.0% | -3.7% | -3.7% |
| YTD | -1.0% | +13.5% | -14.6% | -13.1% |
| 1Y | +7.5% | +20.0% | -12.5% | -10.7% |
| 3Y | +94.8% | +77.2% | +17.7% | +10.9% |
| 5Y | +97.2% | +81.9% | +15.3% | +11.3% |
| 10Y | +439.4% | +314.1% | +125.4% | +51.7% |
| All | +12,254.2% | +3,091.8% | +9,162.4% | +1,314.1% |
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