+384.1%
FAB vs SPY
+632.5%
-248.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +0.7% | +0.1% | +0.7% | +0.7% |
| 3M | +8.3% | +2.0% | +6.3% | +6.0% |
| 6M | +11.0% | +13.0% | -2.0% | -1.2% |
| YTD | +21.1% | +13.5% | +7.6% | +7.2% |
| 1Y | +23.9% | +20.0% | +4.0% | +4.2% |
| 3Y | +54.1% | +77.2% | -23.1% | -10.0% |
| 5Y | +62.2% | +81.9% | -19.7% | -7.8% |
| 10Y | +179.0% | +314.1% | -135.0% | -22.2% |
| All | +384.1% | +632.5% | -248.4% | -20.6% |
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