+226.8%
SFM vs SPY
+81.8%
+145.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -6.2% |
| 7D | -5.8% | +0.5% | -6.4% | -6.1% |
| 30D | -11.4% | -0.9% | -10.4% | -10.9% |
| 3M | -12.2% | +3.9% | -16.1% | -14.2% |
| 6M | -5.2% | +14.5% | -19.7% | -12.8% |
| YTD | -4.5% | +12.9% | -17.4% | -11.5% |
| 1Y | -45.4% | +19.4% | -64.7% | -51.0% |
| 3Y | +91.1% | +78.5% | +12.6% | +35.1% |
| 5Y | +226.8% | +81.8% | +145.0% | +123.2% |
| All | +226.8% | +81.8% | +145.0% | +123.2% |
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