+57.3%
FAB vs SPY
+71.5%
-14.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.7% | -3.3% | +10.0% | +9.6% |
| 3M | +1.2% | -2.4% | +3.6% | +3.1% |
| 6M | +10.7% | +2.6% | +8.2% | +7.7% |
| YTD | +21.9% | +11.2% | +10.7% | +10.2% |
| 1Y | +27.3% | +13.4% | +13.9% | +13.0% |
| 3Y | +68.2% | +79.9% | -11.7% | -2.9% |
| 5Y | +57.3% | +72.2% | -14.9% | -8.2% |
| All | +57.3% | +71.5% | -14.2% | -8.2% |
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