-99.7%
FAZ vs SPY
+315.0%
-414.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.6% | +2.7% |
| 7D | -3.3% | +0.1% | -3.4% | -2.1% |
| 30D | -16.7% | -3.3% | -13.4% | -24.0% |
| 3M | -2.9% | -2.4% | -0.4% | -8.5% |
| 6M | -31.9% | +2.6% | -34.5% | -25.9% |
| YTD | -18.6% | +11.2% | -29.8% | +16.1% |
| 1Y | -27.3% | +13.4% | -40.7% | +10.5% |
| 3Y | -82.3% | +79.9% | -162.2% | +38.3% |
| 5Y | -80.8% | +72.2% | -153.0% | +97.1% |
| 10Y | -99.7% | +307.3% | -407.0% | +79.3% |
| All | -99.7% | +315.0% | -414.7% | +79.3% |
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