+173.1%
SPFI vs SPY
+194.4%
-21.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +2.2% | -3.3% | +5.6% | +5.0% |
| 3M | -3.1% | -2.4% | -0.7% | -1.3% |
| 6M | +6.9% | +2.6% | +4.4% | +3.9% |
| YTD | +12.9% | +11.2% | +1.6% | +2.1% |
| 1Y | +18.9% | +13.4% | +5.5% | +5.7% |
| 3Y | +76.1% | +79.9% | -3.8% | +4.4% |
| 5Y | +79.5% | +72.2% | +7.3% | +9.7% |
| All | +173.1% | +194.4% | -21.3% | -4.1% |
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 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