-99.9%
FEED vs SPY
+78.7%
-178.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.8% | +6.4% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | -10.8% | -0.9% | -9.9% | -10.6% |
| 3M | -54.9% | +3.9% | -58.7% | -55.5% |
| 6M | -82.3% | +14.5% | -96.8% | -83.1% |
| YTD | -84.6% | +12.9% | -97.5% | -85.2% |
| 1Y | -93.3% | +19.4% | -112.7% | -93.7% |
| 3Y | -99.9% | +78.5% | -178.3% | -99.9% |
| All | -99.9% | +78.7% | -178.6% | -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 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