+1,231.9%
SFST vs SPY
+830.4%
+401.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | +8.9% | +2.0% | +7.0% | +8.0% |
| 6M | +16.1% | +13.0% | +3.0% | +10.4% |
| YTD | +23.6% | +13.5% | +10.1% | +17.4% |
| 1Y | +40.4% | +20.0% | +20.5% | +30.5% |
| 3Y | +119.1% | +77.2% | +41.9% | +76.5% |
| 5Y | +25.0% | +81.9% | -56.9% | -0.4% |
| 10Y | +120.0% | +314.1% | -194.1% | +44.8% |
| All | +1,231.9% | +830.4% | +401.5% | +649.0% |
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