-95.9%
FABC vs SPY
+78.7%
-174.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.2% |
| 30D | -9.7% | -0.9% | -8.8% | -8.6% |
| 3M | -31.9% | +3.9% | -35.8% | -35.0% |
| 6M | +5.0% | +14.5% | -9.5% | -10.3% |
| YTD | +2.0% | +12.9% | -10.9% | -10.5% |
| 1Y | -53.1% | +19.4% | -72.5% | -60.3% |
| 3Y | -95.9% | +78.5% | -174.4% | -97.8% |
| All | -95.9% | +78.7% | -174.6% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling