-55.9%
FAC vs SPY
+12.3%
-68.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +3.7% |
| 7D | +7.7% | +0.1% | +7.6% | +8.0% |
| 30D | -13.0% | -3.3% | -9.7% | -11.7% |
| 3M | -24.6% | -2.4% | -22.2% | -23.9% |
| 6M | -56.9% | +2.6% | -59.5% | -55.3% |
| YTD | -56.6% | +11.2% | -67.8% | -55.1% |
| All | -55.9% | +12.3% | -68.2% | -54.4% |
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