-40.2%
FETH vs SPY
+40.6%
-80.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -1.4% |
| 7D | -13.9% | -0.9% | -13.0% | -12.5% |
| 30D | -17.3% | -2.4% | -14.9% | -13.2% |
| 3M | +10.7% | -1.2% | +11.9% | +13.4% |
| 6M | -11.1% | +3.3% | -14.4% | -16.5% |
| YTD | -30.0% | +12.3% | -42.3% | -43.9% |
| 1Y | -39.5% | +12.4% | -52.0% | -51.4% |
| All | -40.2% | +40.6% | -80.8% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling