+585.4%
FAS vs SPY
+312.9%
+272.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.8% |
| 7D | +2.3% | -2.7% | +5.1% | +10.9% |
| 30D | +18.1% | -5.4% | +23.5% | +38.2% |
| 3M | -6.5% | -4.1% | -2.4% | +5.3% |
| 6M | +26.0% | +0.7% | +25.3% | +21.1% |
| YTD | +1.7% | +8.7% | -7.0% | -21.1% |
| 1Y | +14.8% | +10.9% | +4.0% | -15.9% |
| 3Y | +215.5% | +75.0% | +140.5% | -37.5% |
| 5Y | +36.1% | +67.8% | -31.7% | -62.9% |
| All | +585.4% | +312.9% | +272.5% | -78.8% |
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