+68.6%
FEM vs SPY
+637.6%
-569.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | -3.3% | -2.7% | -0.6% | -0.9% |
| 30D | -9.0% | -5.4% | -3.6% | -4.3% |
| 3M | -5.9% | -4.1% | -1.8% | -2.3% |
| 6M | -9.7% | +0.7% | -10.4% | -10.0% |
| YTD | +11.4% | +8.7% | +2.7% | +3.9% |
| 1Y | +13.1% | +10.9% | +2.2% | +3.5% |
| 3Y | +58.1% | +75.0% | -16.9% | -6.0% |
| 5Y | +42.2% | +67.8% | -25.6% | -13.6% |
| 10Y | +113.5% | +312.9% | -199.3% | -50.0% |
| All | +68.6% | +637.6% | -569.0% | -78.0% |
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