+160.2%
FELE vs SPY
+307.0%
-146.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +4.3% | +2.6% | +1.7% | +1.6% |
| 30D | -1.4% | -2.0% | +0.6% | +0.6% |
| 3M | -7.0% | -2.8% | -4.2% | -4.4% |
| 6M | +1.4% | +2.1% | -0.7% | -1.2% |
| YTD | +3.9% | +11.5% | -7.6% | -7.8% |
| 1Y | +6.0% | +13.5% | -7.5% | -7.8% |
| 3Y | +16.3% | +77.7% | -61.4% | -38.0% |
| 5Y | +10.2% | +72.6% | -62.4% | -39.4% |
| All | +160.2% | +307.0% | -146.8% | -56.0% |
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 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