+72.3%
FEM vs SPY
+652.3%
-580.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.8% |
| 30D | -7.6% | -3.7% | -3.9% | -4.4% |
| 3M | -3.9% | -2.7% | -1.2% | -1.5% |
| 6M | -7.2% | +2.2% | -9.4% | -8.7% |
| YTD | +13.8% | +10.8% | +3.0% | +4.3% |
| 1Y | +14.2% | +11.2% | +3.0% | +4.2% |
| 3Y | +61.7% | +76.5% | -14.8% | -4.6% |
| 5Y | +46.9% | +72.9% | -26.0% | -13.2% |
| 10Y | +119.4% | +304.8% | -185.5% | -47.3% |
| All | +72.3% | +652.3% | -580.0% | -77.9% |
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 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