+230.6%
FEX vs SPY
+304.1%
-73.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.1% | -0.6% | +0.4% | +0.4% |
| 30D | +0.7% | -3.7% | +4.3% | +4.3% |
| 3M | -1.7% | -2.7% | +1.1% | +0.9% |
| 6M | +4.9% | +2.2% | +2.7% | +2.5% |
| YTD | +16.4% | +10.8% | +5.6% | +4.9% |
| 1Y | +18.0% | +11.2% | +6.8% | +6.0% |
| 3Y | +74.1% | +76.5% | -2.3% | -2.1% |
| 5Y | +59.6% | +72.9% | -13.3% | -8.7% |
| 10Y | +230.6% | +304.8% | -74.2% | -22.9% |
| All | +230.6% | +304.1% | -73.5% | -22.9% |
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