+587.7%
FER vs SPY
+598.4%
-10.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 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% | -13.3% |
| 6M | -15.6% | +13.0% | -28.6% | -19.0% |
| YTD | -9.3% | +13.5% | -22.8% | -13.1% |
| 1Y | +7.7% | +20.0% | -12.2% | +1.3% |
| 3Y | +106.0% | +77.2% | +28.8% | +70.6% |
| 5Y | +126.3% | +81.9% | +44.4% | +83.8% |
| 10Y | +252.0% | +314.1% | -62.0% | +129.8% |
| All | +587.7% | +598.4% | -10.6% | +386.7% |
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