+60.3%
FAAR vs SPY
+312.5%
-252.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +2.5% | -1.4% | +3.9% | +2.5% |
| 3M | -3.1% | +3.7% | -6.8% | -3.3% |
| 6M | -1.5% | +13.0% | -14.5% | -2.0% |
| YTD | +18.8% | +12.4% | +6.4% | +18.2% |
| 1Y | +18.4% | +18.5% | -0.1% | +17.5% |
| 3Y | +28.1% | +77.6% | -49.6% | +25.4% |
| 5Y | +46.9% | +81.7% | -34.8% | +43.9% |
| 10Y | +60.3% | +319.7% | -259.3% | +53.2% |
| All | +60.3% | +312.5% | -252.2% | +53.2% |
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