+48.9%
SPFF vs SPY
+596.3%
-547.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -3.5% | -3.7% | +0.1% | -2.1% |
| 3M | -6.5% | -2.7% | -3.7% | -5.4% |
| 6M | -5.7% | +2.2% | -7.9% | -6.5% |
| YTD | -1.6% | +10.8% | -12.4% | -5.5% |
| 1Y | +1.2% | +11.2% | -10.0% | -3.0% |
| 3Y | +23.6% | +76.5% | -52.9% | -1.4% |
| 5Y | +1.4% | +72.9% | -71.5% | -19.2% |
| 10Y | +30.7% | +304.8% | -274.1% | -23.1% |
| All | +48.9% | +596.3% | -547.4% | -21.5% |
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