+507.9%
FFA vs SPY
+927.2%
-419.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -2.6% | -2.4% | -0.2% | -0.6% |
| 3M | -4.8% | -1.2% | -3.7% | -4.0% |
| 6M | +2.0% | +3.3% | -1.3% | -1.0% |
| YTD | +6.0% | +12.3% | -6.3% | -4.4% |
| 1Y | +9.2% | +12.4% | -3.3% | -1.7% |
| 3Y | +61.6% | +78.8% | -17.2% | -3.5% |
| 5Y | +48.7% | +75.2% | -26.4% | -9.9% |
| 10Y | +246.1% | +311.1% | -65.0% | -1.5% |
| All | +507.9% | +927.2% | -419.3% | -14.6% |
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