+195.8%
FEP vs SPY
+651.8%
-455.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +2.8% | +2.0% | +0.8% | +0.9% |
| 6M | +8.4% | +13.0% | -4.6% | -2.5% |
| YTD | +14.0% | +13.5% | +0.5% | +2.2% |
| 1Y | +26.2% | +20.0% | +6.2% | +7.7% |
| 3Y | +95.2% | +77.2% | +18.0% | +16.8% |
| 5Y | +61.5% | +81.9% | -20.4% | -6.2% |
| 10Y | +173.2% | +314.1% | -140.9% | -23.7% |
| All | +195.8% | +651.8% | -455.9% | -48.4% |
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 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