+80.6%
FPE vs SPY
+523.7%
-443.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +0.8% | -3.7% | +4.5% | +1.8% |
| 3M | -2.4% | -2.7% | +0.4% | -1.7% |
| 6M | -2.7% | +2.2% | -4.9% | -3.4% |
| YTD | -1.4% | +10.8% | -12.2% | -4.3% |
| 1Y | -1.0% | +11.2% | -12.2% | -4.0% |
| 3Y | +27.4% | +76.5% | -49.1% | +7.8% |
| 5Y | +11.5% | +72.9% | -61.4% | -5.8% |
| 10Y | +56.3% | +304.8% | -248.5% | +5.8% |
| All | +80.6% | +523.7% | -443.1% | +13.7% |
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