+10,716.9%
SF vs SPY
+2,954.7%
+7,762.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +7.0% | -2.7% | +9.7% | +9.9% |
| 30D | +2.4% | -5.4% | +7.7% | +8.2% |
| 3M | -14.1% | -4.1% | -10.0% | -10.4% |
| 6M | -8.3% | +0.7% | -9.0% | -9.2% |
| YTD | -13.4% | +8.7% | -22.0% | -20.6% |
| 1Y | -9.3% | +10.9% | -20.2% | -18.5% |
| 3Y | +87.6% | +75.0% | +12.6% | +7.8% |
| 5Y | +56.2% | +67.8% | -11.6% | -4.6% |
| 10Y | +394.7% | +312.9% | +81.8% | +40.0% |
| All | +10,716.9% | +2,954.7% | +7,762.2% | +1,193.0% |
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