+1,139.7%
SFST vs SPY
+790.4%
+349.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.5% | -2.7% | +2.2% | +0.6% |
| 30D | -1.0% | -5.4% | +4.4% | +1.2% |
| 3M | -7.1% | -4.1% | -3.0% | -5.6% |
| 6M | +4.2% | +0.7% | +3.5% | +3.7% |
| YTD | +15.0% | +8.7% | +6.4% | +11.2% |
| 1Y | +33.6% | +10.9% | +22.7% | +28.0% |
| 3Y | +108.6% | +75.0% | +33.6% | +69.0% |
| 5Y | -1.0% | +67.8% | -68.8% | -18.8% |
| 10Y | +122.8% | +312.9% | -190.0% | +48.4% |
| All | +1,139.7% | +790.4% | +349.3% | +609.2% |
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 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