+119.4%
FEM vs SPY
+304.1%
-184.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.7% |
| 30D | -7.6% | -3.7% | -3.9% | -4.7% |
| 3M | -3.9% | -2.7% | -1.2% | -1.7% |
| 6M | -7.2% | +2.2% | -9.4% | -8.5% |
| YTD | +13.8% | +10.8% | +3.0% | +5.3% |
| 1Y | +14.2% | +11.2% | +3.0% | +5.3% |
| 3Y | +61.7% | +76.5% | -14.8% | +0.9% |
| 5Y | +46.9% | +72.9% | -26.0% | -7.8% |
| 10Y | +119.4% | +304.8% | -185.5% | -41.9% |
| All | +119.4% | +304.1% | -184.7% | -41.9% |
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