+643.5%
FEIM vs SPY
+311.3%
+332.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.9% |
| 7D | +10.7% | +0.5% | +10.1% | +10.3% |
| 30D | -12.3% | -0.9% | -11.3% | -11.8% |
| 3M | -6.7% | +3.9% | -10.6% | -8.3% |
| 6M | +25.8% | +14.5% | +11.3% | +17.9% |
| YTD | +21.2% | +12.9% | +8.3% | +14.8% |
| 1Y | +100.0% | +19.4% | +80.6% | +85.0% |
| 3Y | +964.9% | +78.5% | +886.5% | +737.6% |
| 5Y | +669.9% | +81.8% | +588.2% | +493.3% |
| 10Y | +643.5% | +311.5% | +332.0% | +312.9% |
| All | +643.5% | +311.3% | +332.2% | +312.9% |
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 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