+228.3%
SFY vs SPY
+192.0%
+36.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -2.1% | -2.0% | -0.1% | -0.1% |
| 30D | -1.5% | -1.7% | +0.1% | +0.1% |
| 3M | +5.3% | +4.7% | +0.6% | +0.7% |
| 6M | +15.5% | +12.5% | +3.0% | +3.0% |
| YTD | +14.3% | +11.7% | +2.6% | +2.7% |
| 1Y | +20.0% | +17.5% | +2.5% | +2.7% |
| 3Y | +95.4% | +76.6% | +18.8% | +13.5% |
| 5Y | +92.6% | +82.0% | +10.6% | +9.1% |
| All | +228.3% | +192.0% | +36.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling