+89.0%
FALN vs SPY
+334.1%
-245.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +0.8% | +2.0% | -1.2% | 0.0% |
| 6M | +1.3% | +13.0% | -11.7% | -3.0% |
| YTD | +2.5% | +13.5% | -11.0% | -2.1% |
| 1Y | +4.6% | +20.0% | -15.3% | -2.1% |
| 3Y | +27.8% | +77.2% | -49.4% | +3.1% |
| 5Y | +17.5% | +81.9% | -64.4% | -7.1% |
| 10Y | +76.9% | +314.1% | -237.2% | -2.6% |
| All | +89.0% | +334.1% | -245.1% | +1.1% |
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