+290.2%
FER vs SPY
+304.1%
-13.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +7.7% | -0.6% | +8.3% | +7.9% |
| 30D | +23.6% | -3.7% | +27.3% | +25.6% |
| 3M | -5.3% | -2.7% | -2.5% | -4.2% |
| 6M | -11.1% | +2.2% | -13.3% | -12.0% |
| YTD | -3.1% | +10.8% | -14.0% | -7.3% |
| 1Y | -1.9% | +11.2% | -13.1% | -6.3% |
| 3Y | +100.2% | +76.5% | +23.7% | +57.6% |
| 5Y | +121.2% | +72.9% | +48.3% | +73.8% |
| 10Y | +290.2% | +304.8% | -14.7% | +96.9% |
| All | +290.2% | +304.1% | -13.9% | +96.9% |
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 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