+102.9%
SFM vs SPY
+465.0%
-362.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -4.4% | +0.1% | -4.4% | -4.4% |
| 3M | +1.5% | +2.0% | -0.5% | +0.2% |
| 6M | +6.5% | +13.0% | -6.5% | -1.2% |
| YTD | +2.2% | +13.5% | -11.4% | -5.5% |
| 1Y | -41.9% | +20.0% | -61.9% | -47.9% |
| 3Y | +106.8% | +77.2% | +29.6% | +48.6% |
| 5Y | +231.6% | +81.9% | +149.7% | +132.6% |
| 10Y | +258.4% | +314.1% | -55.6% | +42.7% |
| All | +102.9% | +465.0% | -362.1% | -41.6% |
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