+88.5%
FPF vs SPY
+461.9%
-373.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.8% | -2.7% | +4.5% | +3.3% |
| 30D | +1.6% | -5.4% | +7.0% | +4.7% |
| 3M | -8.5% | -4.1% | -4.4% | -6.5% |
| 6M | -10.3% | +0.7% | -11.0% | -10.9% |
| YTD | -9.2% | +8.7% | -17.9% | -13.7% |
| 1Y | -8.6% | +10.9% | -19.4% | -14.1% |
| 3Y | +39.9% | +75.0% | -35.1% | -0.5% |
| 5Y | -4.6% | +67.8% | -72.4% | -31.1% |
| 10Y | +57.3% | +312.9% | -255.5% | -28.5% |
| All | +88.5% | +461.9% | -373.4% | -18.5% |
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