+274.7%
FITE vs SPY
+224.8%
+49.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | -8.7% | -1.4% | -7.3% | -7.4% |
| 3M | +0.1% | +3.7% | -3.6% | -3.3% |
| 6M | +17.9% | +13.0% | +4.9% | +4.8% |
| YTD | +25.1% | +12.4% | +12.7% | +12.0% |
| 1Y | +32.6% | +18.5% | +14.1% | +12.9% |
| 3Y | +123.0% | +77.6% | +45.4% | +28.6% |
| 5Y | +104.8% | +81.7% | +23.1% | +15.6% |
| All | +274.7% | +224.8% | +49.9% | +24.5% |
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 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