+37.8%
FAAR vs SPY
+71.5%
-33.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -2.7% | -3.3% | +0.7% | -2.5% |
| 3M | +4.0% | -2.4% | +6.4% | +4.1% |
| 6M | -4.5% | +2.6% | -7.1% | -4.7% |
| YTD | +18.9% | +11.2% | +7.7% | +18.2% |
| 1Y | +16.6% | +13.4% | +3.2% | +15.8% |
| 3Y | +35.4% | +79.9% | -44.5% | +32.8% |
| 5Y | +37.8% | +72.2% | -34.3% | +39.0% |
| All | +37.8% | +71.5% | -33.6% | +39.0% |
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