+74.7%
FEX vs SPY
+78.7%
-4.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +2.6% | +3.3% | -0.7% | -0.2% |
| 30D | +0.8% | -2.7% | +3.5% | +3.1% |
| 3M | -2.3% | -1.7% | -0.6% | -0.9% |
| 6M | +4.9% | +3.1% | +1.8% | +2.0% |
| YTD | +16.7% | +11.9% | +4.8% | +5.7% |
| 1Y | +17.9% | +12.0% | +6.0% | +6.8% |
| All | +74.7% | +78.7% | -4.1% | +1.0% |
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