-48.0%
FAC vs SPY
+28.9%
-76.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | -15.6% | +0.1% | -15.6% | -15.6% |
| 3M | -57.2% | +2.0% | -59.1% | -56.2% |
| 6M | -49.3% | +13.0% | -62.3% | -48.3% |
| YTD | -49.4% | +13.5% | -62.9% | -48.5% |
| 1Y | -48.0% | +20.0% | -68.0% | -47.1% |
| All | -48.0% | +28.9% | -76.8% | -47.0% |
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