+303.9%
SPY vs F
+80.8%
+223.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | -5.4% | +2.6% | -8.0% | -6.1% |
| 3M | -4.1% | -8.8% | +4.7% | -2.1% |
| 6M | +0.7% | +4.6% | -3.9% | -1.9% |
| YTD | +8.7% | -1.9% | +10.6% | +7.3% |
| 1Y | +10.9% | -0.8% | +11.6% | +9.1% |
| 3Y | +75.0% | +43.5% | +31.5% | +49.8% |
| 5Y | +67.8% | -12.1% | +79.9% | +58.5% |
| All | +303.9% | +80.8% | +223.2% | +171.0% |
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