+323.2%
FER vs SPY
+307.0%
+16.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.1% | +2.6% | +2.5% | +3.9% |
| 30D | +24.9% | -2.0% | +26.9% | +25.9% |
| 3M | -2.8% | -2.8% | -0.1% | -1.7% |
| 6M | -6.8% | +2.1% | -8.9% | -7.7% |
| YTD | -2.0% | +11.5% | -13.5% | -6.5% |
| 1Y | -1.7% | +13.5% | -15.2% | -6.9% |
| 3Y | +102.4% | +77.7% | +24.7% | +58.9% |
| 5Y | +123.7% | +72.6% | +51.1% | +76.2% |
| All | +323.2% | +307.0% | +16.2% | +126.2% |
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 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