-92.8%
FIEE vs SPY
+79.8%
-172.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.1% |
| 7D | -1.7% | -2.0% | +0.3% | -0.3% |
| 30D | +5.5% | -1.7% | +7.2% | +6.9% |
| 3M | -3.4% | +4.7% | -8.1% | -6.9% |
| 6M | -40.1% | +12.5% | -52.7% | -45.7% |
| YTD | +24.9% | +11.7% | +13.2% | +14.7% |
| 1Y | +39.2% | +17.5% | +21.8% | +23.5% |
| 3Y | +134.5% | +76.6% | +57.9% | +72.4% |
| 5Y | -92.8% | +82.0% | -174.8% | -94.4% |
| All | -92.8% | +79.8% | -172.5% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling