+2,984.7%
FEIM vs SPY
+2,954.7%
+30.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.9% |
| 7D | -11.0% | -2.7% | -8.3% | -9.5% |
| 30D | -23.9% | -5.4% | -18.5% | -21.3% |
| 3M | -19.1% | -4.1% | -15.0% | -16.7% |
| 6M | +5.4% | +0.7% | +4.7% | +6.3% |
| YTD | +11.8% | +8.7% | +3.2% | +9.2% |
| 1Y | +81.7% | +10.9% | +70.8% | +75.7% |
| 3Y | +789.9% | +75.0% | +714.9% | +596.0% |
| 5Y | +652.4% | +67.8% | +584.6% | +490.3% |
| 10Y | +736.0% | +312.9% | +423.2% | +305.6% |
| All | +2,984.7% | +2,954.7% | +30.0% | +678.2% |
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