+173.5%
FEZ vs SPY
+315.0%
-141.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.4% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +2.2% | -3.3% | +5.6% | +5.4% |
| 3M | -6.1% | -2.4% | -3.6% | -4.0% |
| 6M | +2.2% | +2.6% | -0.3% | -0.2% |
| YTD | +6.7% | +11.2% | -4.6% | -3.1% |
| 1Y | +11.4% | +13.4% | -2.0% | -0.6% |
| 3Y | +70.4% | +79.9% | -9.5% | -2.3% |
| 5Y | +60.3% | +72.2% | -11.9% | -4.4% |
| 10Y | +173.5% | +307.3% | -133.8% | -31.0% |
| All | +173.5% | +315.0% | -141.5% | -31.0% |
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 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