-100.0%
FAZ vs SPY
+1,085.8%
-1,185.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +3.1% |
| 7D | -4.3% | -2.7% | -1.6% | -12.5% |
| 30D | -17.6% | -5.4% | -12.2% | -32.0% |
| 3M | +2.6% | -4.1% | +6.7% | -10.7% |
| 6M | -26.4% | +0.7% | -27.1% | -24.5% |
| YTD | -14.9% | +8.7% | -23.6% | +17.5% |
| 1Y | -25.5% | +10.9% | -36.4% | +11.2% |
| 3Y | -81.2% | +75.0% | -156.2% | +83.2% |
| 5Y | -79.9% | +67.8% | -147.7% | +149.1% |
| 10Y | -99.7% | +312.9% | -412.6% | +355.6% |
| All | -100.0% | +1,085.8% | -1,185.8% | +733.3% |
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 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