+101.5%
SFM vs SPY
+67.4%
+34.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.2% | -5.0% |
| 7D | -1.2% | -2.7% | +1.5% | +0.4% |
| 30D | -24.8% | -5.4% | -19.4% | -22.4% |
| 3M | -43.7% | -4.1% | -39.6% | -42.4% |
| 6M | -37.3% | +0.7% | -38.0% | -37.8% |
| YTD | -38.4% | +8.7% | -47.0% | -41.8% |
| 1Y | -36.9% | +10.9% | -47.8% | -41.3% |
| 3Y | +20.7% | +75.0% | -54.3% | -14.8% |
| All | +101.5% | +67.4% | +34.1% | +39.8% |
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 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