-100.0%
FEED vs SPY
+328.3%
-428.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.4% | -13.2% | -11.8% |
| 7D | +22.0% | +0.1% | +21.9% | +21.5% |
| 30D | -12.9% | -3.3% | -9.5% | -11.6% |
| 3M | -93.6% | -2.4% | -91.2% | -93.6% |
| 6M | -97.9% | +2.6% | -100.4% | -97.9% |
| YTD | -98.9% | +11.2% | -110.1% | -98.9% |
| 1Y | -99.5% | +13.4% | -112.8% | -99.5% |
| 3Y | -100.0% | +79.9% | -179.9% | -100.0% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +328.3% | -428.3% | -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