+84.2%
FPA vs SPY
+81.0%
+3.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +3.4% | -0.4% | +3.7% | +3.7% |
| 30D | +7.4% | -1.4% | +8.8% | +8.6% |
| 3M | -1.6% | +3.7% | -5.3% | -4.1% |
| 6M | +13.6% | +13.0% | +0.6% | +4.1% |
| YTD | +39.2% | +12.4% | +26.8% | +28.1% |
| 1Y | +44.5% | +18.5% | +25.9% | +27.9% |
| 3Y | +116.8% | +77.6% | +39.2% | +42.2% |
| 5Y | +84.2% | +81.7% | +2.5% | +16.2% |
| All | +84.2% | +81.0% | +3.2% | +16.2% |
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