+9.4%
FACT vs SPY
+28.5%
-19.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.5% |
| 7D | +0.4% | -4.7% | +5.1% | +0.4% |
| 30D | +0.8% | -5.9% | +6.8% | +0.9% |
| 3M | +1.4% | -4.5% | +5.9% | +1.4% |
| 6M | +2.4% | +1.8% | +0.6% | +2.3% |
| YTD | +3.8% | +8.3% | -4.5% | +3.7% |
| 1Y | +4.5% | +9.3% | -4.8% | +4.4% |
| All | +9.4% | +28.5% | -19.1% | +9.0% |
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