-57.5%
FAC vs SPY
+23.3%
-80.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.4% |
| 7D | -4.9% | -2.7% | -2.2% | -3.4% |
| 30D | -16.0% | -5.4% | -10.6% | -14.0% |
| 3M | -28.6% | -4.1% | -24.5% | -27.2% |
| 6M | -59.2% | +0.7% | -59.9% | -57.5% |
| YTD | -58.7% | +8.7% | -67.4% | -57.1% |
| 1Y | -58.0% | +10.9% | -68.9% | -56.5% |
| All | -57.5% | +23.3% | -80.9% | -55.9% |
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