-84.6%
FAZ vs SPY
+82.0%
-166.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +1.3% |
| 7D | -0.2% | +0.1% | -0.3% | +0.3% |
| 30D | +0.1% | +0.1% | 0.0% | +0.4% |
| 3M | -27.5% | +2.0% | -29.5% | -23.8% |
| 6M | -31.0% | +13.0% | -44.0% | -3.4% |
| YTD | -17.9% | +13.5% | -31.5% | +17.9% |
| 1Y | -21.1% | +20.0% | -41.0% | +33.1% |
| 3Y | -80.2% | +77.2% | -157.4% | +22.4% |
| All | -84.6% | +82.0% | -166.7% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling