-88.3%
FOA vs SPY
+192.2%
-280.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -6.7% | -2.4% | -4.3% | -5.6% |
| 3M | -47.2% | -1.2% | -46.1% | -47.0% |
| 6M | -43.0% | +3.3% | -46.3% | -44.2% |
| YTD | -53.0% | +12.3% | -65.3% | -56.0% |
| 1Y | -51.3% | +12.4% | -63.8% | -54.5% |
| 3Y | +43.7% | +78.8% | -35.1% | +7.3% |
| 5Y | -80.6% | +75.2% | -155.7% | -85.8% |
| All | -88.3% | +192.2% | -280.5% | -91.7% |
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