+74.8%
FEMR vs SPY
+31.7%
+43.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | +3.1% | +0.5% | +2.5% | +2.5% |
| 30D | +4.9% | -0.9% | +5.8% | +5.8% |
| 3M | +4.5% | +3.9% | +0.6% | +1.1% |
| 6M | +23.4% | +14.5% | +8.9% | +10.9% |
| YTD | +31.2% | +12.9% | +18.2% | +19.1% |
| 1Y | +44.6% | +19.4% | +25.2% | +26.6% |
| All | +74.8% | +31.7% | +43.1% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling