+138.3%
FAF vs SPY
+312.5%
-174.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -3.5% | -0.4% | -3.1% | -3.1% |
| 30D | -1.0% | -1.4% | +0.4% | +0.2% |
| 3M | +7.6% | +3.7% | +3.9% | +4.0% |
| 6M | +8.7% | +13.0% | -4.3% | -2.8% |
| YTD | +18.2% | +12.4% | +5.9% | +6.1% |
| 1Y | +10.7% | +18.5% | -7.9% | -5.5% |
| 3Y | +30.5% | +77.6% | -47.1% | -24.1% |
| 5Y | +25.2% | +81.7% | -56.5% | -28.9% |
| 10Y | +138.3% | +319.7% | -181.3% | -33.9% |
| All | +138.3% | +312.5% | -174.2% | -33.9% |
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 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