-11.3%
FENC vs SPY
+250.7%
-262.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +3.9% |
| 30D | -0.7% | -2.4% | +1.6% | +1.6% |
| 3M | -16.7% | -1.2% | -15.6% | -15.6% |
| 6M | +49.9% | +3.3% | +46.6% | +46.8% |
| YTD | +38.2% | +12.3% | +25.9% | +27.3% |
| 1Y | +34.3% | +12.4% | +21.9% | +23.6% |
| 3Y | +40.4% | +78.8% | -38.4% | -8.5% |
| 5Y | +13.8% | +75.2% | -61.4% | -25.9% |
| All | -11.3% | +250.7% | -262.0% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling