+22.0%
FAB vs SPY
+17.2%
+4.7%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -2.8% | -2.0% | -0.8% | -1.9% |
| 30D | -2.3% | -1.7% | -0.7% | -1.5% |
| 3M | +5.2% | +4.7% | +0.5% | +2.6% |
| 6M | +11.8% | +12.5% | -0.7% | +4.3% |
| YTD | +18.0% | +11.7% | +6.3% | +10.5% |
| 1Y | +22.0% | +17.5% | +4.5% | +9.5% |
| All | +22.0% | +17.2% | +4.7% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling