+235.0%
SFYF vs SPY
+195.8%
+39.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.8% |
| 30D | +1.2% | -1.1% | +2.2% | +2.6% |
| 3M | +3.5% | +3.9% | -0.4% | -1.2% |
| 6M | +18.5% | +13.6% | +4.9% | +1.2% |
| YTD | +14.1% | +12.7% | +1.4% | -1.5% |
| 1Y | +22.1% | +17.5% | +4.6% | +0.1% |
| 3Y | +131.1% | +76.9% | +54.2% | +15.9% |
| 5Y | +67.1% | +83.6% | -16.5% | -17.4% |
| All | +235.0% | +195.8% | +39.2% | +1.2% |
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 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