-98.8%
FEMY vs SPY
+97.6%
-196.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | -1.0% | +0.1% | -1.0% | -1.1% |
| 3M | -58.3% | +2.0% | -60.3% | -58.7% |
| 6M | -72.7% | +13.0% | -85.7% | -74.5% |
| YTD | -74.1% | +13.5% | -87.7% | -75.9% |
| 1Y | -59.5% | +20.0% | -79.5% | -63.3% |
| 3Y | -66.9% | +77.2% | -144.1% | -73.5% |
| 5Y | -98.0% | +81.9% | -179.8% | -98.4% |
| All | -98.8% | +97.6% | -196.3% | -99.0% |
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