+54.3%
FAAR vs SPY
+342.3%
-287.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | -6.3% | +2.0% | -8.3% | -6.4% |
| 6M | -1.0% | +13.0% | -14.0% | -1.5% |
| YTD | +17.3% | +13.5% | +3.7% | +16.7% |
| 1Y | +17.0% | +20.0% | -3.0% | +16.0% |
| 3Y | +28.1% | +77.2% | -49.1% | +25.4% |
| 5Y | +44.0% | +81.9% | -37.9% | +41.1% |
| 10Y | +57.9% | +314.1% | -256.2% | +51.2% |
| All | +54.3% | +342.3% | -287.9% | +48.0% |
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 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