+619.2%
FAF vs SPY
+815.4%
-196.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.5% |
| 7D | -5.6% | +3.3% | -8.9% | -8.3% |
| 30D | +3.6% | -2.7% | +6.3% | +5.9% |
| 3M | -10.1% | -1.7% | -8.4% | -8.9% |
| 6M | -3.4% | +3.1% | -6.5% | -6.7% |
| YTD | +7.5% | +11.9% | -4.4% | -4.1% |
| 1Y | +4.4% | +12.0% | -7.6% | -7.1% |
| 3Y | +33.3% | +78.2% | -44.9% | -25.2% |
| 5Y | +1.1% | +73.2% | -72.1% | -41.8% |
| 10Y | +133.6% | +309.6% | -176.0% | -43.5% |
| All | +619.2% | +815.4% | -196.2% | -32.5% |
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