-36.0%
FPH vs SPY
+81.8%
-117.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.0% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | -2.5% | -0.9% | -1.5% | -1.8% |
| 3M | +0.2% | +3.9% | -3.7% | -2.8% |
| 6M | -6.4% | +14.5% | -21.0% | -15.8% |
| YTD | -8.9% | +12.9% | -21.9% | -17.2% |
| 1Y | -13.6% | +19.4% | -32.9% | -24.8% |
| 3Y | +64.7% | +78.5% | -13.7% | +3.4% |
| 5Y | -36.0% | +81.8% | -117.7% | -60.5% |
| All | -36.0% | +81.8% | -117.7% | -60.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling