+311.1%
SPY vs F
+74.7%
+236.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -0.9% | -2.1% | +1.2% | -0.3% |
| 30D | -2.4% | +3.3% | -5.7% | -3.3% |
| 3M | -1.2% | -11.3% | +10.2% | +1.7% |
| 6M | +3.3% | +5.3% | -2.0% | +0.5% |
| YTD | +12.3% | -2.2% | +14.5% | +11.0% |
| 1Y | +12.4% | -3.5% | +16.0% | +11.5% |
| 3Y | +78.8% | +49.5% | +29.3% | +51.2% |
| 5Y | +75.2% | -13.5% | +88.7% | +66.4% |
| 10Y | +311.1% | +69.0% | +242.1% | +174.9% |
| All | +311.1% | +74.7% | +236.4% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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