+3,007.8%
FEIM vs SPY
+3,091.8%
-84.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -14.6% | +0.1% | -14.6% | -14.6% |
| 3M | -16.2% | +2.0% | -18.2% | -16.7% |
| 6M | +11.0% | +13.0% | -2.1% | +5.2% |
| YTD | +12.7% | +13.5% | -0.9% | +6.9% |
| 1Y | +83.6% | +20.0% | +63.7% | +70.0% |
| 3Y | +895.7% | +77.2% | +818.5% | +667.0% |
| 5Y | +596.0% | +81.9% | +514.1% | +420.3% |
| 10Y | +608.9% | +314.1% | +294.8% | +240.9% |
| All | +3,007.8% | +3,091.8% | -84.0% | +661.5% |
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