+163.8%
FEMS vs SPY
+618.8%
-455.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +3.8% | -1.4% | +5.2% | +5.0% |
| 3M | +5.5% | +3.7% | +1.8% | +2.6% |
| 6M | +6.1% | +13.0% | -6.9% | -3.4% |
| YTD | +14.0% | +12.4% | +1.6% | +4.2% |
| 1Y | +12.0% | +18.5% | -6.6% | -1.8% |
| 3Y | +36.8% | +77.6% | -40.8% | -14.3% |
| 5Y | +32.9% | +81.7% | -48.8% | -19.7% |
| 10Y | +121.9% | +319.7% | -197.7% | -39.3% |
| All | +163.8% | +618.8% | -455.0% | -62.9% |
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