+127.6%
SFL vs SPY
+81.0%
+46.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.5% | -0.4% | +0.8% | +0.7% |
| 30D | +5.4% | -1.4% | +6.8% | +6.3% |
| 3M | +12.8% | +3.7% | +9.1% | +10.2% |
| 6M | +19.3% | +13.0% | +6.3% | +10.4% |
| YTD | +66.6% | +12.4% | +54.2% | +54.5% |
| 1Y | +58.8% | +18.5% | +40.3% | +42.5% |
| 3Y | +42.2% | +77.6% | -35.5% | +0.5% |
| 5Y | +127.6% | +81.7% | +45.9% | +55.2% |
| All | +127.6% | +81.0% | +46.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling