+31.4%
SPFF vs SPY
+311.8%
-280.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -2.1% | -2.4% | +0.3% | -1.1% |
| 3M | -6.3% | -1.2% | -5.2% | -5.9% |
| 6M | -4.7% | +3.3% | -8.0% | -6.0% |
| YTD | -1.0% | +12.3% | -13.3% | -5.9% |
| 1Y | +1.8% | +12.4% | -10.7% | -3.3% |
| 3Y | +24.3% | +78.8% | -54.5% | -3.9% |
| 5Y | +2.4% | +75.2% | -72.8% | -20.9% |
| 10Y | +31.4% | +311.1% | -279.8% | -30.1% |
| All | +31.4% | +311.8% | -280.4% | -30.1% |
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