-98.1%
FEMY vs SPY
+81.0%
-179.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.9% |
| 7D | -8.7% | -0.4% | -8.3% | -8.5% |
| 30D | +19.4% | -1.4% | +20.8% | +20.5% |
| 3M | -46.1% | +3.7% | -49.8% | -47.3% |
| 6M | -72.9% | +13.0% | -85.9% | -74.7% |
| YTD | -75.4% | +12.4% | -87.8% | -77.0% |
| 1Y | -62.2% | +18.5% | -80.7% | -65.5% |
| 3Y | -65.5% | +77.6% | -143.1% | -72.6% |
| 5Y | -98.1% | +81.7% | -179.8% | -98.5% |
| All | -98.1% | +81.0% | -179.1% | -98.5% |
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