+55.0%
FFEB vs SPY
+74.5%
-19.5%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.1% |
| 7D | -2.8% | -4.7% | +1.9% | 0.0% |
| 30D | -3.0% | -5.9% | +2.9% | +0.5% |
| 3M | -1.4% | -4.5% | +3.1% | +1.3% |
| 6M | +2.6% | +1.8% | +0.8% | +1.3% |
| YTD | +8.3% | +8.3% | 0.0% | +2.9% |
| 1Y | +10.4% | +9.3% | +1.0% | +4.2% |
| All | +55.0% | +74.5% | -19.5% | +6.1% |
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