+6.4%
FAF vs SPY
+74.6%
-68.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | +9.9% | -2.4% | +12.3% | +11.7% |
| 3M | -5.7% | -1.2% | -4.6% | -5.0% |
| 6M | -0.4% | +3.3% | -3.7% | -3.6% |
| YTD | +11.8% | +12.3% | -0.5% | +0.9% |
| 1Y | +8.1% | +12.4% | -4.3% | -2.7% |
| 3Y | +38.6% | +78.8% | -40.2% | -19.6% |
| 5Y | +6.4% | +75.2% | -68.8% | -37.8% |
| All | +6.4% | +74.6% | -68.3% | -37.8% |
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