-61.8%
FEMY vs SPY
+17.2%
-79.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.2% |
| 7D | -10.5% | -2.0% | -8.5% | -7.4% |
| 30D | +16.6% | -1.7% | +18.2% | +19.8% |
| 3M | -42.1% | +4.7% | -46.8% | -46.9% |
| 6M | -74.4% | +12.5% | -86.9% | -78.7% |
| YTD | -76.2% | +11.7% | -87.9% | -80.2% |
| 1Y | -61.8% | +17.5% | -79.3% | -63.9% |
| All | -61.8% | +17.2% | -79.1% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling