+176.6%
FEP vs SPY
+619.5%
-442.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | -0.7% | -2.7% | +2.0% | +1.7% |
| 30D | +1.4% | -5.4% | +6.8% | +6.3% |
| 3M | -5.5% | -4.1% | -1.4% | -2.1% |
| 6M | -3.8% | +0.7% | -4.5% | -4.6% |
| YTD | +6.6% | +8.7% | -2.1% | -0.9% |
| 1Y | +14.6% | +10.9% | +3.7% | +4.7% |
| 3Y | +92.5% | +75.0% | +17.5% | +16.2% |
| 5Y | +52.9% | +67.8% | -14.9% | -4.7% |
| 10Y | +170.4% | +312.9% | -142.4% | -24.4% |
| All | +176.6% | +619.5% | -442.9% | -49.9% |
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 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