+9.5%
FEMB vs SPY
+354.5%
-345.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | -3.5% | -2.8% | -0.8% | -3.0% |
| 6M | -1.3% | +2.1% | -3.5% | -1.8% |
| YTD | -0.3% | +11.5% | -11.8% | -2.6% |
| 1Y | +0.7% | +13.5% | -12.8% | -1.9% |
| 3Y | +22.0% | +77.7% | -55.7% | +7.8% |
| 5Y | +17.3% | +72.6% | -55.4% | +3.4% |
| 10Y | +23.7% | +308.2% | -284.5% | -2.7% |
| All | +9.5% | +354.5% | -345.1% | -14.6% |
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