-80.2%
FET vs SPY
+307.0%
-387.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.7% |
| 7D | +10.3% | +2.6% | +7.7% | +5.4% |
| 30D | -6.5% | -2.0% | -4.5% | -3.0% |
| 3M | -6.7% | -2.8% | -4.0% | -1.9% |
| 6M | +37.5% | +2.1% | +35.4% | +32.2% |
| YTD | +108.0% | +11.5% | +96.5% | +69.6% |
| 1Y | +160.8% | +13.5% | +147.3% | +105.2% |
| 3Y | +232.2% | +77.7% | +154.5% | +11.3% |
| 5Y | +278.9% | +72.6% | +206.2% | +21.0% |
| All | -80.2% | +307.0% | -387.3% | -98.8% |
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