-100.0%
FEED vs SPY
+337.2%
-437.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -13.9% | +0.1% | -13.9% | -14.0% |
| 3M | -60.5% | +2.0% | -62.5% | -60.9% |
| 6M | -81.0% | +13.0% | -94.0% | -82.0% |
| YTD | -85.5% | +13.5% | -99.0% | -86.2% |
| 1Y | -93.6% | +20.0% | -113.5% | -94.0% |
| 3Y | -99.9% | +77.2% | -177.1% | -99.9% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +337.2% | -437.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling