-100.0%
FFAI vs SPY
+82.0%
-182.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.8% |
| 7D | -16.3% | +0.1% | -16.4% | -16.7% |
| 30D | -61.9% | +0.1% | -61.9% | -61.9% |
| 3M | -96.3% | +2.0% | -98.3% | -96.4% |
| 6M | -97.2% | +13.0% | -110.2% | -97.8% |
| YTD | -98.8% | +13.5% | -112.3% | -99.0% |
| 1Y | -99.4% | +20.0% | -119.3% | -99.5% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +82.0% | -182.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling