+110.5%
FE vs SPYG
+420.3%
-309.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -1.3% | -1.9% | +0.7% | -0.5% |
| 3M | +0.6% | +5.2% | -4.6% | -1.7% |
| 6M | -6.8% | +15.6% | -22.4% | -12.9% |
| YTD | +6.4% | +12.4% | -6.0% | +0.5% |
| 1Y | +11.3% | +17.5% | -6.2% | +2.8% |
| 3Y | +47.1% | +98.1% | -51.0% | +1.8% |
| 5Y | +50.4% | +84.9% | -34.5% | +5.7% |
| All | +110.5% | +420.3% | -309.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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