-100.0%
FAMI vs SPY
+215.6%
-315.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.4% |
| 7D | -10.0% | +0.1% | -10.1% | -9.9% |
| 30D | -25.0% | -3.3% | -21.7% | -23.4% |
| 3M | -43.8% | -2.4% | -41.3% | -43.0% |
| 6M | -92.4% | +2.6% | -94.9% | -92.7% |
| YTD | -92.9% | +11.2% | -104.2% | -93.5% |
| 1Y | -94.0% | +13.4% | -107.4% | -94.6% |
| 3Y | -99.4% | +79.9% | -179.3% | -99.6% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +215.6% | -315.6% | -100.0% |
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 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