-100.0%
FEED vs SPY
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | -0.5% | -14.5% | -14.7% |
| 7D | -11.4% | -0.4% | -11.1% | -11.3% |
| 30D | -26.7% | -1.4% | -25.4% | -26.3% |
| 3M | -59.5% | +3.7% | -63.2% | -60.2% |
| 6M | -84.3% | +13.0% | -97.3% | -85.2% |
| YTD | -86.9% | +12.4% | -99.3% | -87.6% |
| 1Y | -94.7% | +18.5% | -113.2% | -95.1% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| 10Y | -100.0% | +319.7% | -419.6% | -100.0% |
| All | -100.0% | +312.5% | -412.5% | -100.0% |
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