-70.1%
FOA vs SPY
+81.0%
-151.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.3% |
| 7D | -7.7% | -0.4% | -7.3% | -7.3% |
| 30D | -26.9% | -1.4% | -25.5% | -25.7% |
| 3M | -18.3% | +3.7% | -22.0% | -21.5% |
| 6M | -10.2% | +13.0% | -23.2% | -20.7% |
| YTD | -34.1% | +12.4% | -46.5% | -41.4% |
| 1Y | -38.1% | +18.5% | -56.7% | -47.8% |
| 3Y | +25.7% | +77.6% | -52.0% | -30.2% |
| 5Y | -70.1% | +81.7% | -151.7% | -84.6% |
| All | -70.1% | +81.0% | -151.0% | -84.6% |
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 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