+126.3%
FER vs SPY
+82.0%
+44.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -12.8% | +0.1% | -12.8% | -12.8% |
| 3M | -12.7% | +2.0% | -14.6% | -13.2% |
| 6M | -15.6% | +13.0% | -28.6% | -18.3% |
| YTD | -9.3% | +13.5% | -22.8% | -12.3% |
| 1Y | +7.7% | +20.0% | -12.2% | +3.0% |
| 3Y | +106.0% | +77.2% | +28.8% | +89.5% |
| All | +126.3% | +82.0% | +44.2% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling