+15.1%
FAN vs SPY
+734.6%
-719.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +0.9% | +0.1% | +0.9% | +0.9% |
| 3M | -7.2% | +2.0% | -9.2% | -9.1% |
| 6M | -0.5% | +13.0% | -13.5% | -12.1% |
| YTD | +16.0% | +13.5% | +2.5% | +2.1% |
| 1Y | +30.3% | +20.0% | +10.3% | +8.3% |
| 3Y | +56.2% | +77.2% | -21.0% | -14.6% |
| 5Y | +13.1% | +81.9% | -68.8% | -40.9% |
| 10Y | +119.9% | +314.1% | -194.1% | -56.0% |
| All | +15.1% | +734.6% | -719.6% | -90.1% |
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