-42.1%
FETH vs SPY
+40.1%
-82.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.5% |
| 7D | -10.3% | +3.3% | -13.6% | -16.4% |
| 30D | -19.6% | -2.7% | -16.9% | -15.0% |
| 3M | +7.3% | -1.7% | +9.0% | +11.3% |
| 6M | -11.9% | +3.1% | -14.9% | -16.9% |
| YTD | -32.3% | +11.9% | -44.1% | -45.3% |
| 1Y | -41.1% | +12.0% | -53.1% | -52.3% |
| All | -42.1% | +40.1% | -82.2% | -67.2% |
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