-29.2%
FETH vs SPY
+40.7%
-70.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.1% |
| 7D | +2.9% | -0.4% | +3.3% | +3.7% |
| 30D | +31.2% | -1.4% | +32.6% | +34.8% |
| 3M | +48.7% | +3.7% | +45.0% | +37.6% |
| 6M | +20.8% | +13.0% | +7.8% | -5.7% |
| YTD | -17.2% | +12.4% | -29.6% | -33.8% |
| 1Y | -42.8% | +18.5% | -61.3% | -58.1% |
| All | -29.2% | +40.7% | -70.0% | -60.3% |
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