+173.1%
SPFI vs SPY
+193.3%
-20.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | +2.2% | -3.7% | +5.9% | +5.3% |
| 3M | -2.7% | -2.7% | 0.0% | -0.6% |
| 6M | +6.9% | +2.2% | +4.7% | +4.3% |
| YTD | +12.9% | +10.8% | +2.0% | +2.4% |
| 1Y | +17.2% | +11.2% | +6.0% | +5.9% |
| 3Y | +75.7% | +76.5% | -0.7% | +5.9% |
| 5Y | +79.2% | +72.9% | +6.3% | +9.0% |
| All | +173.1% | +193.3% | -20.2% | -3.8% |
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