+53.1%
FPEI vs SPY
+259.0%
-206.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | -0.9% | -1.4% | +0.5% | -0.6% |
| 3M | -0.1% | +3.7% | -3.8% | -0.8% |
| 6M | +0.8% | +13.0% | -12.2% | -1.7% |
| YTD | +1.3% | +12.4% | -11.0% | -1.1% |
| 1Y | +4.1% | +18.5% | -14.4% | +0.5% |
| 3Y | +31.5% | +77.6% | -46.1% | +16.1% |
| 5Y | +20.0% | +81.7% | -61.7% | +4.8% |
| All | +53.1% | +259.0% | -206.0% | +16.9% |
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