+123.4%
FE vs SPY
+307.0%
-183.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.2% | +2.6% | -1.4% | -0.2% |
| 30D | +4.5% | -2.0% | +6.5% | +5.5% |
| 3M | +1.3% | -2.8% | +4.1% | +2.7% |
| 6M | +8.7% | +2.1% | +6.5% | +6.8% |
| YTD | +9.2% | +11.5% | -2.3% | +1.7% |
| 1Y | +7.0% | +13.5% | -6.5% | -1.5% |
| 3Y | +51.4% | +77.7% | -26.3% | +1.9% |
| 5Y | +47.7% | +72.6% | -24.9% | 0.0% |
| All | +123.4% | +307.0% | -183.6% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling