+83.7%
FELV vs SPY
+73.6%
+10.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +2.7% | +2.6% | +0.1% | +0.7% |
| 30D | +3.3% | -2.0% | +5.2% | +4.7% |
| 3M | +1.9% | -2.8% | +4.7% | +3.9% |
| 6M | +14.4% | +2.1% | +12.2% | +12.3% |
| YTD | +27.7% | +11.5% | +16.2% | +17.4% |
| 1Y | +31.3% | +13.5% | +17.8% | +19.1% |
| All | +83.7% | +73.6% | +10.1% | +19.8% |
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