+576.2%
FE vs SPY
+1,249.5%
-673.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 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% | +2.1% |
| 6M | -6.1% | +13.0% | -19.1% | -12.9% |
| YTD | +7.6% | +13.5% | -5.9% | -0.6% |
| 1Y | +11.9% | +20.0% | -8.1% | -0.1% |
| 3Y | +48.4% | +77.2% | -28.8% | +3.1% |
| 5Y | +44.8% | +81.9% | -37.1% | -2.4% |
| 10Y | +115.9% | +314.1% | -198.2% | -11.5% |
| All | +576.2% | +1,249.5% | -673.3% | +43.2% |
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 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