-88.8%
FOA vs SPY
+190.1%
-278.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -14.8% | +2.6% | -17.4% | -16.1% |
| 30D | -2.7% | -2.0% | -0.7% | -1.8% |
| 3M | -51.4% | -2.8% | -48.6% | -50.6% |
| 6M | -45.8% | +2.1% | -48.0% | -46.6% |
| YTD | -55.2% | +11.5% | -66.7% | -57.9% |
| 1Y | -52.6% | +13.5% | -66.1% | -55.9% |
| 3Y | +39.1% | +77.7% | -38.6% | +4.3% |
| 5Y | -81.3% | +72.6% | -153.9% | -86.2% |
| All | -88.8% | +190.1% | -278.9% | -92.1% |
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