+2,947.4%
SPY vs F
+389.9%
+2,557.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | -5.9% | +2.0% | -8.0% | -6.5% |
| 3M | -4.5% | -10.4% | +5.8% | -2.2% |
| 6M | +1.8% | +9.7% | -7.9% | -1.7% |
| YTD | +8.3% | -1.2% | +9.5% | +7.0% |
| 1Y | +9.3% | 0.0% | +9.3% | +7.6% |
| 3Y | +74.9% | +41.1% | +33.8% | +53.4% |
| 5Y | +67.3% | -11.4% | +78.7% | +59.8% |
| 10Y | +311.6% | +85.0% | +226.6% | +207.3% |
| All | +2,947.4% | +389.9% | +2,557.5% | +1,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling