+15.8%
FA vs SPY
+92.8%
-76.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +2.4% | -0.4% | +2.8% | +2.8% |
| 30D | -12.9% | -1.4% | -11.5% | -11.5% |
| 3M | +29.2% | +3.7% | +25.5% | +24.0% |
| 6M | +76.7% | +13.0% | +63.7% | +54.3% |
| YTD | +41.4% | +12.4% | +29.0% | +24.5% |
| 1Y | +29.2% | +18.5% | +10.7% | +7.1% |
| 3Y | +55.4% | +77.6% | -22.2% | -17.0% |
| 5Y | -2.9% | +81.7% | -84.6% | -48.1% |
| All | +15.8% | +92.8% | -76.9% | -42.2% |
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