-90.6%
FIEE vs SPY
+880.2%
-970.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -7.8% | +0.5% | -8.4% | -8.0% |
| 30D | +13.9% | -0.9% | +14.8% | +14.4% |
| 3M | +0.8% | +3.9% | -3.1% | -1.2% |
| 6M | -41.2% | +14.5% | -55.7% | -45.0% |
| YTD | +17.8% | +12.9% | +4.8% | +11.3% |
| 1Y | +37.5% | +19.4% | +18.1% | +26.9% |
| 3Y | +121.1% | +78.5% | +42.6% | +76.5% |
| 5Y | -92.8% | +81.8% | -174.6% | -94.3% |
| 10Y | -94.4% | +311.5% | -405.9% | -96.3% |
| All | -90.6% | +880.2% | -970.8% | -90.5% |
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