-100.0%
FFAI vs SPY
+125.0%
-225.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -4.4% | -16.8% | -13.6% |
| 7D | -33.5% | -4.7% | -28.7% | -26.2% |
| 30D | -71.7% | -5.9% | -65.7% | -68.0% |
| 3M | -93.3% | -4.5% | -88.7% | -92.6% |
| 6M | -99.3% | +1.8% | -101.1% | -99.4% |
| YTD | -99.8% | +8.3% | -108.1% | -99.8% |
| 1Y | -99.8% | +9.3% | -109.2% | -99.8% |
| 3Y | -100.0% | +74.9% | -174.8% | -100.0% |
| 5Y | -100.0% | +67.3% | -167.3% | -100.0% |
| All | -100.0% | +125.0% | -225.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling