+90.3%
FESM vs SPY
+75.0%
+15.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.6% |
| 7D | -1.0% | -0.4% | -0.7% | -0.7% |
| 30D | -3.3% | -1.4% | -1.9% | -1.8% |
| 3M | +3.8% | +3.7% | +0.1% | -0.3% |
| 6M | +21.0% | +13.0% | +8.0% | +5.7% |
| YTD | +23.8% | +12.4% | +11.4% | +8.9% |
| 1Y | +31.6% | +18.5% | +13.0% | +9.4% |
| All | +90.3% | +75.0% | +15.3% | -1.4% |
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