+57.7%
FENY vs SPY
+75.5%
-17.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.4% | -2.0% | +2.4% | +1.4% |
| 30D | +6.4% | -1.7% | +8.1% | +7.3% |
| 3M | +12.3% | +4.7% | +7.6% | +9.2% |
| 6M | +18.0% | +12.5% | +5.5% | +9.5% |
| YTD | +47.2% | +11.7% | +35.5% | +37.1% |
| 1Y | +50.1% | +17.5% | +32.7% | +34.7% |
| All | +57.7% | +75.5% | -17.8% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling