+223.0%
FENY vs SPY
+79.8%
+143.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +1.7% |
| 30D | +6.4% | -1.7% | +8.1% | +7.5% |
| 3M | +12.3% | +4.7% | +7.6% | +8.6% |
| 6M | +18.0% | +12.5% | +5.5% | +8.3% |
| YTD | +47.2% | +11.7% | +35.5% | +35.5% |
| 1Y | +50.1% | +17.5% | +32.7% | +33.1% |
| 3Y | +55.6% | +76.6% | -21.0% | +2.5% |
| 5Y | +223.0% | +82.0% | +141.0% | +104.9% |
| All | +223.0% | +79.8% | +143.2% | +104.9% |
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 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