+307.3%
SPY vs F
+88.0%
+219.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -3.3% | +2.9% | -6.2% | -4.1% |
| 3M | -2.4% | -9.5% | +7.1% | -0.1% |
| 6M | +2.6% | +4.0% | -1.5% | +0.1% |
| YTD | +11.2% | -1.3% | +12.5% | +9.7% |
| 1Y | +13.4% | -1.9% | +15.3% | +12.0% |
| 3Y | +79.9% | +53.5% | +26.4% | +51.1% |
| 5Y | +72.2% | -15.1% | +87.3% | +64.5% |
| 10Y | +307.3% | +81.0% | +226.3% | +171.1% |
| All | +307.3% | +88.0% | +219.4% | +171.1% |
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