-99.7%
FAMI vs SPY
+80.4%
-180.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.2% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | -31.3% | +0.1% | -31.3% | -31.3% |
| 3M | -91.4% | +2.0% | -93.4% | -91.6% |
| 6M | -92.0% | +13.0% | -105.0% | -92.5% |
| YTD | -91.3% | +13.5% | -104.9% | -91.9% |
| 1Y | -93.4% | +20.0% | -113.3% | -93.9% |
| All | -99.7% | +80.4% | -180.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling