+14.5%
FEMB vs SPY
+362.9%
-348.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | +3.3% | +2.0% | +1.3% | +2.9% |
| 6M | +2.8% | +13.0% | -10.2% | +0.2% |
| YTD | +4.2% | +13.5% | -9.3% | +1.5% |
| 1Y | +9.4% | +20.0% | -10.6% | +5.4% |
| 3Y | +26.4% | +77.2% | -50.8% | +11.8% |
| 5Y | +16.3% | +81.9% | -65.6% | +1.6% |
| 10Y | +24.4% | +314.1% | -289.6% | -2.4% |
| All | +14.5% | +362.9% | -348.4% | -11.0% |
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