-100.0%
FAZ vs SPY
+1,109.4%
-1,209.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -2.8% |
| 7D | -6.6% | -0.6% | -6.0% | -7.7% |
| 30D | -18.0% | -3.7% | -14.3% | -27.8% |
| 3M | -3.5% | -2.7% | -0.8% | -11.8% |
| 6M | -33.0% | +2.2% | -35.1% | -27.5% |
| YTD | -19.8% | +10.8% | -30.7% | +18.8% |
| 1Y | -27.7% | +11.2% | -38.9% | +9.3% |
| 3Y | -81.9% | +76.5% | -158.4% | +80.8% |
| 5Y | -81.4% | +72.9% | -154.3% | +158.5% |
| 10Y | -99.7% | +304.8% | -404.5% | +377.3% |
| All | -100.0% | +1,109.4% | -1,209.4% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling