-69.7%
FPH vs SPY
+266.6%
-336.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | +6.3% | +3.3% | +3.0% | +3.0% |
| 30D | +3.9% | -2.7% | +6.6% | +6.8% |
| 3M | -12.2% | -1.7% | -10.4% | -10.6% |
| 6M | -4.6% | +3.1% | -7.7% | -7.8% |
| YTD | -18.6% | +11.9% | -30.5% | -27.5% |
| 1Y | -26.4% | +12.0% | -38.4% | -34.6% |
| 3Y | +82.7% | +78.2% | +4.6% | -1.1% |
| 5Y | -33.5% | +73.2% | -106.7% | -63.2% |
| All | -69.7% | +266.6% | -336.3% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling