+700.9%
SFL vs SPY
+918.2%
-217.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | +4.0% | +0.1% | +3.9% | +3.8% |
| 30D | +8.3% | +0.1% | +8.3% | +8.3% |
| 3M | +17.3% | +2.0% | +15.3% | +14.0% |
| 6M | +21.7% | +13.0% | +8.7% | +4.5% |
| YTD | +71.0% | +13.5% | +57.4% | +45.8% |
| 1Y | +64.4% | +20.0% | +44.5% | +31.1% |
| 3Y | +41.3% | +77.2% | -35.9% | -30.9% |
| 5Y | +132.8% | +81.9% | +50.9% | +4.9% |
| 10Y | +118.3% | +314.1% | -195.7% | -68.3% |
| All | +700.9% | +918.2% | -217.3% | -60.5% |
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