+483.9%
FEX vs SPY
+627.7%
-143.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +1.0% | +2.0% | -0.9% | -0.8% |
| 6M | +9.9% | +13.0% | -3.2% | -1.7% |
| YTD | +17.0% | +13.5% | +3.4% | +4.2% |
| 1Y | +21.3% | +20.0% | +1.4% | +2.9% |
| 3Y | +68.3% | +77.2% | -8.9% | 0.0% |
| 5Y | +63.6% | +81.9% | -18.2% | -5.3% |
| 10Y | +232.0% | +314.1% | -82.0% | -5.0% |
| All | +483.9% | +627.7% | -143.8% | +8.0% |
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 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