-96.5%
FEAM vs SPY
+75.1%
-171.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.7% |
| 7D | -18.0% | -2.7% | -15.3% | -14.7% |
| 30D | -38.6% | -5.4% | -33.2% | -34.0% |
| 3M | +9.8% | -4.1% | +13.9% | +16.7% |
| 6M | +6.1% | +0.7% | +5.4% | +9.1% |
| YTD | -37.4% | +8.7% | -46.0% | -39.4% |
| 1Y | -58.7% | +10.9% | -69.6% | -60.4% |
| 3Y | -96.5% | +75.0% | -171.5% | -97.7% |
| All | -96.5% | +75.1% | -171.6% | -97.7% |
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