-38.3%
FOA vs SPY
+20.8%
-59.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -4.8% | +0.1% | -4.9% | -5.0% |
| 30D | -22.9% | +0.1% | -23.0% | -23.0% |
| 3M | -15.0% | +2.0% | -17.0% | -17.2% |
| 6M | -6.0% | +13.0% | -19.0% | -22.5% |
| YTD | -29.1% | +13.5% | -42.7% | -41.6% |
| 1Y | -38.3% | +20.0% | -58.2% | -57.5% |
| All | -38.3% | +20.8% | -59.1% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling