+530.2%
FFA vs SPY
+938.7%
-408.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +3.0% | +2.0% | +1.0% | +1.1% |
| 6M | +10.4% | +13.0% | -2.6% | -0.8% |
| YTD | +9.8% | +13.5% | -3.7% | -1.8% |
| 1Y | +17.2% | +20.0% | -2.7% | -0.1% |
| 3Y | +59.9% | +77.2% | -17.3% | -3.7% |
| 5Y | +54.3% | +81.9% | -27.6% | -9.5% |
| 10Y | +242.8% | +314.1% | -71.3% | -3.0% |
| All | +530.2% | +938.7% | -408.4% | -12.2% |
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