+4,346.9%
FELE vs SPY
+2,954.7%
+1,392.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | -1.0% | -2.7% | +1.7% | +1.4% |
| 30D | -3.2% | -5.4% | +2.2% | +1.6% |
| 3M | -13.6% | -4.1% | -9.5% | -10.5% |
| 6M | -6.0% | +0.7% | -6.7% | -6.8% |
| YTD | -0.4% | +8.7% | -9.0% | -7.8% |
| 1Y | 0.0% | +10.9% | -10.8% | -9.1% |
| 3Y | +11.2% | +75.0% | -63.8% | -32.8% |
| 5Y | +6.7% | +67.8% | -61.1% | -33.0% |
| 10Y | +196.6% | +312.9% | -116.3% | -11.5% |
| All | +4,346.9% | +2,954.7% | +1,392.2% | +481.3% |
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