+77.9%
FFEM vs SPY
+32.5%
+45.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | -0.8% | +2.0% | -2.8% | -2.3% |
| 6M | +17.9% | +13.0% | +4.9% | +7.1% |
| YTD | +30.0% | +13.5% | +16.4% | +17.8% |
| 1Y | +49.4% | +20.0% | +29.5% | +31.0% |
| All | +77.9% | +32.5% | +45.4% | +41.6% |
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