+115.8%
SFL vs SPY
+321.4%
-205.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +2.3% | -0.4% | +2.6% | +2.6% |
| 30D | +7.3% | -1.4% | +8.6% | +8.5% |
| 3M | +14.8% | +3.7% | +11.1% | +11.1% |
| 6M | +21.5% | +13.0% | +8.5% | +9.1% |
| YTD | +69.5% | +12.4% | +57.1% | +52.8% |
| 1Y | +61.7% | +18.5% | +43.1% | +39.2% |
| 3Y | +44.7% | +77.6% | -32.9% | -12.8% |
| 5Y | +131.7% | +81.7% | +50.0% | +33.8% |
| All | +115.8% | +321.4% | -205.6% | -46.6% |
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