+227.4%
FET vs SPY
+79.4%
+148.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +3.5% |
| 7D | +2.8% | -0.9% | +3.7% | +4.2% |
| 30D | -11.6% | -2.4% | -9.3% | -8.8% |
| 3M | -8.8% | -1.2% | -7.6% | -7.3% |
| 6M | +35.1% | +3.3% | +31.8% | +30.4% |
| YTD | +105.1% | +12.3% | +92.8% | +78.3% |
| 1Y | +143.2% | +12.4% | +130.8% | +110.7% |
| All | +227.4% | +79.4% | +148.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling