-99.7%
FAZ vs SPY
+311.8%
-411.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | +2.1% |
| 7D | +2.1% | -0.9% | +3.0% | -0.1% |
| 30D | -18.1% | -2.4% | -15.7% | -23.0% |
| 3M | -5.2% | -1.2% | -4.1% | -7.3% |
| 6M | -34.3% | +3.3% | -37.6% | -27.0% |
| YTD | -21.2% | +12.3% | -33.5% | +15.4% |
| 1Y | -28.0% | +12.4% | -40.5% | +6.6% |
| 3Y | -82.2% | +78.8% | -161.0% | +35.8% |
| 5Y | -81.5% | +75.2% | -156.6% | +101.0% |
| 10Y | -99.7% | +311.1% | -410.8% | +92.3% |
| All | -99.7% | +311.8% | -411.4% | +92.3% |
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