-58.8%
FAC vs SPY
+27.0%
-85.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.6% |
| 7D | +4.3% | +3.3% | +1.0% | +2.7% |
| 30D | -17.6% | -2.7% | -14.9% | -16.8% |
| 3M | -29.7% | -1.7% | -27.9% | -29.3% |
| 6M | -60.3% | +3.1% | -63.4% | -59.3% |
| YTD | -60.0% | +11.9% | -71.9% | -59.0% |
| 1Y | -59.3% | +12.0% | -71.3% | -58.4% |
| All | -58.8% | +27.0% | -85.8% | -57.8% |
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