+256.1%
FAD vs SPY
+308.5%
-52.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +4.9% | +3.3% | +1.6% | +1.3% |
| 30D | -3.0% | -2.7% | -0.3% | 0.0% |
| 3M | -8.6% | -1.7% | -6.8% | -6.6% |
| 6M | -3.5% | +3.1% | -6.6% | -6.2% |
| YTD | +9.1% | +11.9% | -2.7% | -2.6% |
| 1Y | +9.1% | +12.0% | -2.9% | -2.6% |
| 3Y | +79.0% | +78.2% | +0.8% | -1.7% |
| 5Y | +37.9% | +73.2% | -35.4% | -21.8% |
| All | +256.1% | +308.5% | -52.4% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling