+85.4%
FESM vs SPY
+73.6%
+11.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.1% | +2.6% | -0.5% | -0.7% |
| 30D | +1.9% | -2.0% | +3.9% | +4.1% |
| 3M | -6.8% | -2.8% | -4.0% | -3.8% |
| 6M | +3.0% | +2.1% | +0.9% | +0.6% |
| YTD | +20.6% | +11.5% | +9.1% | +7.0% |
| 1Y | +26.0% | +13.5% | +12.5% | +9.7% |
| All | +85.4% | +73.6% | +11.8% | -3.1% |
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