+505.7%
FFA vs SPY
+923.6%
-417.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.4% | +3.3% | -1.9% | -1.4% |
| 30D | -2.6% | -2.7% | +0.1% | -0.4% |
| 3M | -5.0% | -1.7% | -3.2% | -3.6% |
| 6M | +1.9% | +3.1% | -1.1% | -0.9% |
| YTD | +5.6% | +11.9% | -6.3% | -4.5% |
| 1Y | +8.5% | +12.0% | -3.5% | -1.9% |
| 3Y | +61.0% | +78.2% | -17.2% | -3.6% |
| 5Y | +47.4% | +73.2% | -25.8% | -9.8% |
| 10Y | +244.9% | +309.6% | -64.8% | -1.6% |
| All | +505.7% | +923.6% | -417.8% | -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