+74.5%
FEMR vs SPY
+31.1%
+43.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.8% |
| 30D | +5.3% | -1.4% | +6.6% | +6.6% |
| 3M | +4.4% | +3.7% | +0.7% | +1.3% |
| 6M | +20.8% | +13.0% | +7.8% | +9.7% |
| YTD | +30.9% | +12.4% | +18.5% | +19.4% |
| 1Y | +43.3% | +18.5% | +24.8% | +26.2% |
| All | +74.5% | +31.1% | +43.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling