+32.6%
FA vs SPY
+90.8%
-58.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.4% |
| 7D | +6.6% | +0.1% | +6.5% | +6.1% |
| 30D | +23.5% | -3.3% | +26.9% | +27.1% |
| 3M | -2.0% | -2.4% | +0.4% | 0.0% |
| 6M | +47.4% | +2.6% | +44.8% | +42.1% |
| YTD | +61.9% | +11.2% | +50.6% | +43.1% |
| 1Y | +76.7% | +13.4% | +63.3% | +53.1% |
| 3Y | +73.8% | +79.9% | -6.1% | -9.1% |
| 5Y | +20.1% | +72.2% | -52.1% | -32.7% |
| All | +32.6% | +90.8% | -58.2% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling