+38.7%
FAS vs SPY
+67.0%
-28.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.4% | -3.9% | +2.9% |
| 7D | +2.2% | -4.7% | +6.9% | +15.7% |
| 30D | +18.5% | -5.9% | +24.4% | +38.2% |
| 3M | -5.9% | -4.5% | -1.3% | +5.9% |
| 6M | +30.1% | +1.8% | +28.3% | +22.5% |
| YTD | +3.6% | +8.3% | -4.7% | -16.1% |
| 1Y | +16.0% | +9.3% | +6.6% | -8.3% |
| 3Y | +217.8% | +74.9% | +142.9% | -23.3% |
| 5Y | +38.7% | +67.3% | -28.6% | -54.9% |
| All | +38.7% | +67.0% | -28.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling