+225.0%
FER vs SPY
+312.5%
-87.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -2.2% | -0.4% | -1.9% | -2.1% |
| 30D | -13.6% | -1.4% | -12.2% | -13.0% |
| 3M | -14.1% | +3.7% | -17.8% | -15.4% |
| 6M | -13.4% | +13.0% | -26.4% | -17.8% |
| YTD | -11.6% | +12.4% | -24.0% | -15.9% |
| 1Y | +4.3% | +18.5% | -14.2% | -2.9% |
| 3Y | +90.6% | +77.6% | +13.0% | +49.6% |
| 5Y | +114.7% | +81.7% | +33.0% | +64.3% |
| 10Y | +225.0% | +319.7% | -94.7% | +63.9% |
| All | +225.0% | +312.5% | -87.5% | +63.9% |
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