-99.7%
FAZ vs SPY
+312.5%
-412.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | 0.0% |
| 7D | +3.1% | -0.4% | +3.5% | +2.2% |
| 30D | +4.3% | -1.4% | +5.6% | +0.4% |
| 3M | -22.4% | +3.7% | -26.2% | -13.5% |
| 6M | -32.3% | +13.0% | -45.3% | -1.3% |
| YTD | -13.4% | +12.4% | -25.8% | +26.1% |
| 1Y | -20.0% | +18.5% | -38.5% | +38.2% |
| 3Y | -79.9% | +77.6% | -157.5% | +52.1% |
| 5Y | -83.8% | +81.7% | -165.4% | +100.1% |
| 10Y | -99.7% | +319.7% | -419.4% | +89.4% |
| All | -99.7% | +312.5% | -412.2% | +89.4% |
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