+62.4%
FAB vs SPY
+81.8%
-19.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -0.1% | +0.5% | -0.7% | -0.6% |
| 30D | -0.7% | -0.9% | +0.3% | +0.1% |
| 3M | +7.2% | +3.9% | +3.4% | +3.5% |
| 6M | +12.2% | +14.5% | -2.4% | -0.9% |
| YTD | +19.7% | +12.9% | +6.8% | +7.0% |
| 1Y | +22.7% | +19.4% | +3.4% | +4.3% |
| 3Y | +56.7% | +78.5% | -21.7% | -8.4% |
| 5Y | +62.4% | +81.8% | -19.4% | -8.9% |
| All | +62.4% | +81.8% | -19.4% | -8.9% |
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 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