+538.9%
FAS vs SPY
+311.8%
+227.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -2.1% |
| 7D | -3.2% | -0.9% | -2.2% | -0.7% |
| 30D | +18.4% | -2.4% | +20.8% | +26.4% |
| 3M | +0.8% | -1.2% | +1.9% | +3.9% |
| 6M | +41.2% | +3.3% | +37.9% | +26.2% |
| YTD | +9.4% | +12.3% | -2.9% | -22.8% |
| 1Y | +18.6% | +12.4% | +6.1% | -16.5% |
| 3Y | +233.1% | +78.8% | +154.3% | -37.8% |
| 5Y | +47.1% | +75.2% | -28.1% | -64.7% |
| 10Y | +538.9% | +311.1% | +227.8% | -80.4% |
| All | +538.9% | +311.8% | +227.2% | -80.4% |
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