+51.5%
FE vs SPY
+77.4%
-25.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +3.5% | +2.0% | +1.5% | +3.3% |
| 6M | -6.1% | +13.0% | -19.1% | -7.6% |
| YTD | +7.6% | +13.5% | -5.9% | +5.7% |
| 1Y | +11.9% | +20.0% | -8.1% | +8.9% |
| All | +51.5% | +77.4% | -25.8% | +21.1% |
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 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