-99.8%
FEAM vs SPY
+90.3%
-190.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | -19.2% | -0.6% | -18.6% | -17.8% |
| 30D | -50.3% | -3.7% | -46.6% | -47.2% |
| 3M | -7.7% | -2.7% | -4.9% | -2.8% |
| 6M | +13.1% | +2.2% | +10.9% | +13.7% |
| YTD | -40.7% | +10.8% | -51.5% | -45.1% |
| 1Y | -62.3% | +11.2% | -73.5% | -65.1% |
| 3Y | -96.1% | +76.5% | -172.5% | -98.0% |
| All | -99.8% | +90.3% | -190.1% | -99.9% |
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