+21.1%
FA vs SPY
+91.2%
-70.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -8.7% | +2.6% | -11.3% | -11.0% |
| 30D | +13.2% | -2.0% | +15.2% | +14.9% |
| 3M | -3.2% | -2.8% | -0.5% | -0.9% |
| 6M | +37.0% | +2.1% | +34.9% | +32.7% |
| YTD | +47.8% | +11.5% | +36.3% | +30.4% |
| 1Y | +63.6% | +13.5% | +50.1% | +41.7% |
| 3Y | +58.9% | +77.7% | -18.8% | -15.7% |
| 5Y | +19.1% | +72.6% | -53.5% | -33.4% |
| All | +21.1% | +91.2% | -70.1% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling