+571.3%
FE vs SPY
+1,191.6%
-620.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -1.0% | -2.7% | +1.7% | +0.4% |
| 30D | +4.1% | -5.4% | +9.5% | +7.3% |
| 3M | -1.0% | -4.1% | +3.1% | +1.2% |
| 6M | +4.0% | +0.7% | +3.3% | +3.1% |
| YTD | +6.8% | +8.7% | -1.8% | +1.0% |
| 1Y | +5.3% | +10.9% | -5.6% | -1.7% |
| 3Y | +44.6% | +75.0% | -30.4% | +0.9% |
| 5Y | +44.2% | +67.8% | -23.6% | +1.7% |
| 10Y | +107.3% | +312.9% | -205.6% | -15.1% |
| All | +571.3% | +1,191.6% | -620.3% | +45.4% |
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 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