+56.1%
FAAR vs SPY
+331.7%
-275.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -2.9% | -3.7% | +0.8% | -2.7% |
| 3M | +2.4% | -2.7% | +5.1% | +2.5% |
| 6M | -4.7% | +2.2% | -6.9% | -4.8% |
| YTD | +18.7% | +10.8% | +7.8% | +18.1% |
| 1Y | +15.3% | +11.2% | +4.1% | +14.8% |
| 3Y | +34.4% | +76.5% | -42.1% | +31.6% |
| 5Y | +38.5% | +72.9% | -34.5% | +35.9% |
| 10Y | +61.4% | +304.8% | -243.4% | +54.8% |
| All | +56.1% | +331.7% | -275.5% | +49.9% |
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