+118.4%
SFL vs SPY
+318.9%
-200.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.7% |
| 7D | +2.3% | -2.0% | +4.2% | +4.0% |
| 30D | +11.7% | -1.7% | +13.4% | +13.3% |
| 3M | +15.8% | +4.7% | +11.1% | +11.2% |
| 6M | +23.5% | +12.5% | +11.0% | +11.3% |
| YTD | +71.6% | +11.7% | +59.8% | +55.4% |
| 1Y | +63.2% | +17.5% | +45.7% | +41.5% |
| 3Y | +46.4% | +76.6% | -30.1% | -11.4% |
| 5Y | +136.4% | +82.0% | +54.4% | +36.1% |
| All | +118.4% | +318.9% | -200.5% | -45.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling