-97.4%
SRFM vs SPY
+71.4%
-168.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -4.5% |
| 7D | -14.1% | -2.0% | -12.1% | -10.0% |
| 30D | -27.7% | -1.7% | -26.1% | -24.7% |
| 3M | -47.0% | +4.7% | -51.7% | -51.2% |
| 6M | -69.1% | +12.5% | -81.6% | -74.9% |
| YTD | -70.2% | +11.7% | -81.9% | -75.4% |
| 1Y | -85.4% | +17.5% | -102.8% | -88.8% |
| 3Y | -95.1% | +76.6% | -171.6% | -97.4% |
| All | -97.4% | +71.4% | -168.7% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling