+437.6%
FAX vs SPY
+3,074.3%
-2,636.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | +0.9% | -0.9% | +1.9% | +1.3% |
| 3M | +5.3% | +3.9% | +1.4% | +3.8% |
| 6M | +2.7% | +14.5% | -11.8% | -2.3% |
| YTD | +3.2% | +12.9% | -9.7% | -1.3% |
| 1Y | +0.5% | +19.4% | -18.8% | -5.8% |
| 3Y | +36.1% | +78.5% | -42.4% | +9.7% |
| 5Y | +4.3% | +81.8% | -77.4% | -17.1% |
| 10Y | +30.3% | +311.5% | -281.2% | -22.8% |
| All | +437.6% | +3,074.3% | -2,636.6% | +71.8% |
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 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