-95.4%
SRFM vs SPY
+77.0%
-172.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.9% | -12.8% | -13.9% |
| 7D | -24.0% | -0.8% | -23.3% | -22.8% |
| 30D | -35.9% | -1.1% | -34.8% | -34.3% |
| 3M | -54.1% | +3.9% | -58.0% | -57.3% |
| 6M | -74.3% | +13.6% | -87.9% | -79.7% |
| YTD | -73.8% | +12.7% | -86.4% | -78.9% |
| 1Y | -87.7% | +17.5% | -105.2% | -90.7% |
| 3Y | -95.4% | +76.9% | -172.3% | -97.9% |
| All | -95.4% | +77.0% | -172.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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