+439.0%
SPY vs USFR
+27.6%
+411.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -0.9% | +0.3% | -1.3% | -1.0% |
| 3M | +3.9% | +1.0% | +2.9% | +3.6% |
| 6M | +14.5% | +1.9% | +12.6% | +13.8% |
| YTD | +12.9% | +2.7% | +10.3% | +11.9% |
| 1Y | +19.4% | +4.0% | +15.3% | +17.8% |
| 3Y | +78.5% | +14.0% | +64.4% | +70.9% |
| 5Y | +81.8% | +20.4% | +61.3% | +70.8% |
| 10Y | +311.5% | +28.1% | +283.5% | +279.8% |
| All | +439.0% | +27.6% | +411.4% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling