+115.6%
FPA vs SPY
+78.7%
+36.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | +3.9% | +0.5% | +3.4% | +3.4% |
| 30D | +5.8% | -0.9% | +6.8% | +6.8% |
| 3M | -0.9% | +3.9% | -4.8% | -4.1% |
| 6M | +15.5% | +14.5% | +1.0% | +3.5% |
| YTD | +38.5% | +12.9% | +25.5% | +25.3% |
| 1Y | +43.9% | +19.4% | +24.5% | +24.7% |
| 3Y | +115.6% | +78.5% | +37.2% | +25.4% |
| All | +115.6% | +78.7% | +36.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling