+80.3%
FAI vs SPY
+31.4%
+48.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | +0.5% |
| 30D | -1.1% | -1.1% | 0.0% | +0.6% |
| 3M | +3.3% | +3.9% | -0.6% | -2.1% |
| 6M | +35.7% | +13.6% | +22.1% | +13.4% |
| YTD | +32.4% | +12.7% | +19.8% | +12.2% |
| 1Y | +40.5% | +17.5% | +23.0% | +12.6% |
| All | +80.3% | +31.4% | +48.8% | +28.8% |
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 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