-81.4%
FAZ vs SPY
+72.1%
-153.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -3.1% |
| 7D | -7.5% | +2.6% | -10.1% | -1.1% |
| 30D | -20.7% | -2.0% | -18.7% | -24.0% |
| 3M | -3.2% | -2.8% | -0.4% | -8.8% |
| 6M | -35.0% | +2.1% | -37.2% | -30.4% |
| YTD | -21.3% | +11.5% | -32.8% | +9.1% |
| 1Y | -29.0% | +13.5% | -42.4% | +3.7% |
| 3Y | -82.3% | +77.7% | -160.0% | +9.2% |
| All | -81.4% | +72.1% | -153.5% | +64.7% |
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