-95.8%
FEAM vs SPY
+79.0%
-174.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | -1.1% |
| 7D | -12.6% | +0.1% | -12.7% | -11.8% |
| 30D | -46.7% | -3.3% | -43.4% | -44.0% |
| 3M | +29.3% | -2.4% | +31.8% | +35.0% |
| 6M | +21.3% | +2.6% | +18.7% | +21.9% |
| YTD | -36.4% | +11.2% | -47.6% | -40.1% |
| 1Y | -54.2% | +13.4% | -67.6% | -57.3% |
| All | -95.8% | +79.0% | -174.8% | -97.9% |
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 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