+26.5%
FAB vs SPY
+13.0%
+13.6%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +6.7% | -2.4% | +9.1% | +7.7% |
| 3M | +1.4% | -1.2% | +2.5% | +1.7% |
| 6M | +12.3% | +3.3% | +9.0% | +10.4% |
| YTD | +22.5% | +12.3% | +10.2% | +14.7% |
| 1Y | +26.5% | +12.4% | +14.1% | +18.5% |
| All | +26.5% | +13.0% | +13.6% | +18.5% |
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