+75.0%
SPY vs F
+40.1%
+34.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | -5.4% | +2.6% | -8.0% | -5.9% |
| 3M | -4.1% | -8.8% | +4.7% | -2.7% |
| 6M | +0.7% | +4.6% | -3.9% | -1.2% |
| YTD | +8.7% | -1.9% | +10.6% | +7.6% |
| 1Y | +10.9% | -0.8% | +11.6% | +9.5% |
| 3Y | +75.0% | +43.5% | +31.5% | +55.4% |
| All | +75.0% | +40.1% | +34.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling