+604.2%
SFL vs SPY
+903.4%
-299.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.0% |
| 7D | +1.2% | +3.3% | -2.1% | -2.6% |
| 30D | -18.2% | -2.7% | -15.5% | -15.7% |
| 3M | -4.3% | -1.7% | -2.6% | -2.6% |
| 6M | -10.0% | +3.1% | -13.1% | -14.0% |
| YTD | +50.3% | +11.9% | +38.4% | +30.0% |
| 1Y | +42.3% | +12.0% | +30.3% | +22.8% |
| 3Y | +28.6% | +78.2% | -49.5% | -37.6% |
| 5Y | +85.0% | +73.2% | +11.8% | -11.4% |
| 10Y | +114.4% | +309.6% | -195.3% | -68.5% |
| All | +604.2% | +903.4% | -299.2% | -64.8% |
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