+383.8%
FAX vs SPY
+3,034.0%
-2,650.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.5% |
| 30D | +2.1% | -2.0% | +4.0% | +2.7% |
| 3M | -9.2% | -2.8% | -6.4% | -8.3% |
| 6M | -8.4% | +2.1% | -10.5% | -9.2% |
| YTD | -7.1% | +11.5% | -18.6% | -10.8% |
| 1Y | -5.0% | +13.5% | -18.4% | -9.3% |
| 3Y | +23.0% | +77.7% | -54.7% | -0.7% |
| 5Y | -5.6% | +72.6% | -78.2% | -23.6% |
| 10Y | +26.5% | +308.2% | -281.7% | -24.9% |
| All | +383.8% | +3,034.0% | -2,650.2% | +55.2% |
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