-4.5%
FPF vs SPY
+74.0%
-78.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.4% | +3.3% | -3.7% | -1.8% |
| 30D | 0.0% | -2.7% | +2.7% | +1.2% |
| 3M | -10.1% | -1.7% | -8.4% | -9.5% |
| 6M | -11.0% | +3.1% | -14.1% | -12.3% |
| YTD | -9.5% | +11.9% | -21.4% | -14.3% |
| 1Y | -9.8% | +12.0% | -21.8% | -14.7% |
| 3Y | +38.4% | +78.2% | -39.8% | +3.6% |
| 5Y | -4.5% | +73.2% | -77.7% | -27.5% |
| All | -4.5% | +74.0% | -78.5% | -27.5% |
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 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