+170.5%
FELE vs SPY
+315.0%
-144.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +0.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | -0.5% | -3.3% | +2.8% | +3.0% |
| 3M | -11.2% | -2.4% | -8.7% | -9.0% |
| 6M | -1.9% | +2.6% | -4.4% | -4.8% |
| YTD | +2.6% | +11.2% | -8.6% | -8.8% |
| 1Y | +3.3% | +13.4% | -10.1% | -10.0% |
| 3Y | +15.9% | +79.9% | -64.0% | -39.0% |
| 5Y | +8.6% | +72.2% | -63.6% | -40.1% |
| 10Y | +170.5% | +307.3% | -136.9% | -54.2% |
| All | +170.5% | +315.0% | -144.5% | -54.2% |
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 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