+20.1%
FA vs SPY
+67.5%
-47.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +9.0% | -2.7% | +11.7% | +11.6% |
| 30D | +28.1% | -5.4% | +33.5% | +34.7% |
| 3M | -2.4% | -4.1% | +1.6% | +1.3% |
| 6M | +83.8% | +0.7% | +83.1% | +80.4% |
| YTD | +61.9% | +8.7% | +53.3% | +46.6% |
| 1Y | +70.5% | +10.9% | +59.6% | +51.1% |
| 3Y | +78.4% | +75.0% | +3.4% | -4.1% |
| All | +20.1% | +67.5% | -47.4% | -30.7% |
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