+1,405.8%
FAS vs SPY
+1,139.1%
+266.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | -0.9% | +0.1% | -0.9% | -1.1% |
| 3M | +34.1% | +2.0% | +32.1% | +22.4% |
| 6M | +35.9% | +13.0% | +22.9% | -14.0% |
| YTD | +9.1% | +13.5% | -4.4% | -31.5% |
| 1Y | +10.2% | +20.0% | -9.8% | -43.3% |
| 3Y | +203.0% | +77.2% | +125.8% | -60.4% |
| 5Y | +71.7% | +81.9% | -10.2% | -76.6% |
| 10Y | +595.9% | +314.1% | +281.9% | -93.8% |
| All | +1,405.8% | +1,139.1% | +266.7% | -99.7% |
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