-4.7%
SFIX vs SPY
+78.7%
-83.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.7% |
| 7D | +2.9% | +3.3% | -0.4% | -3.7% |
| 30D | +15.1% | -2.7% | +17.8% | +22.0% |
| 3M | -20.6% | -1.7% | -18.8% | -17.6% |
| 6M | -12.1% | +3.1% | -15.2% | -17.6% |
| YTD | -46.3% | +11.9% | -58.2% | -57.7% |
| 1Y | -36.6% | +12.0% | -48.6% | -50.2% |
| All | -4.7% | +78.7% | -83.5% | -81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling