+65.6%
SFYF vs SPY
+79.8%
-14.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | -1.9% | -2.0% | +0.1% | +1.1% |
| 30D | +0.7% | -1.7% | +2.3% | +3.2% |
| 3M | +5.1% | +4.7% | +0.3% | -1.8% |
| 6M | +17.9% | +12.5% | +5.4% | -0.6% |
| YTD | +13.1% | +11.7% | +1.4% | -3.7% |
| 1Y | +21.8% | +17.5% | +4.4% | -3.6% |
| 3Y | +133.6% | +76.6% | +57.0% | +1.0% |
| 5Y | +65.6% | +82.0% | -16.4% | -28.4% |
| All | +65.6% | +79.8% | -14.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling