+90.1%
FPF vs SPY
+461.9%
-371.7%
-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 | -7.7% | -4.1% | -3.6% | -5.6% |
| 6M | -9.5% | +0.7% | -10.2% | -10.1% |
| YTD | -8.4% | +8.7% | -17.1% | -12.9% |
| 1Y | -7.8% | +10.9% | -18.7% | -13.3% |
| 3Y | +41.1% | +75.0% | -33.9% | +0.4% |
| 5Y | -3.8% | +67.8% | -71.6% | -30.5% |
| 10Y | +58.7% | +312.9% | -254.1% | -27.9% |
| All | +90.1% | +461.9% | -371.7% | -17.8% |
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