+161.0%
FELE vs SPY
+304.1%
-143.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -2.9% | -0.6% | -2.4% | -2.4% |
| 30D | +0.3% | -3.7% | +4.0% | +4.1% |
| 3M | -8.8% | -2.7% | -6.0% | -6.3% |
| 6M | -1.1% | +2.2% | -3.3% | -3.7% |
| YTD | +3.4% | +10.8% | -7.4% | -7.7% |
| 1Y | +4.5% | +11.2% | -6.8% | -7.2% |
| 3Y | +15.4% | +76.5% | -61.0% | -38.0% |
| 5Y | +8.7% | +72.9% | -64.2% | -40.3% |
| 10Y | +161.0% | +304.8% | -143.8% | -55.1% |
| All | +161.0% | +304.1% | -143.1% | -55.1% |
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