+72.6%
SPY vs USFR
+21.4%
+51.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -2.0% | +0.4% | -2.3% | -1.8% |
| 3M | -2.8% | +1.1% | -3.8% | -2.3% |
| 6M | +2.1% | +2.0% | +0.1% | +3.0% |
| YTD | +11.5% | +3.5% | +8.0% | +12.5% |
| 1Y | +13.5% | +4.1% | +9.4% | +14.3% |
| 3Y | +77.7% | +14.4% | +63.3% | +85.8% |
| All | +72.6% | +21.4% | +51.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling