+647.9%
FAF vs SPY
+818.7%
-170.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | +9.9% | -2.4% | +12.3% | +12.0% |
| 3M | -5.7% | -1.2% | -4.6% | -5.0% |
| 6M | -0.4% | +3.3% | -3.7% | -4.1% |
| YTD | +11.8% | +12.3% | -0.5% | -0.6% |
| 1Y | +8.1% | +12.4% | -4.3% | -4.1% |
| 3Y | +38.6% | +78.8% | -40.2% | -22.4% |
| 5Y | +6.4% | +75.2% | -68.8% | -39.4% |
| 10Y | +142.9% | +311.1% | -168.2% | -41.4% |
| All | +647.9% | +818.7% | -170.8% | -30.0% |
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 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