-70.9%
FPH vs SPY
+263.1%
-334.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.1% |
| 30D | -2.2% | -3.7% | +1.4% | +1.5% |
| 3M | -16.4% | -2.7% | -13.7% | -14.1% |
| 6M | -11.5% | +2.2% | -13.7% | -13.7% |
| YTD | -21.6% | +10.8% | -32.5% | -29.6% |
| 1Y | -27.2% | +11.2% | -38.5% | -34.9% |
| 3Y | +75.9% | +76.5% | -0.6% | -3.9% |
| 5Y | -35.3% | +72.9% | -108.2% | -64.2% |
| All | -70.9% | +263.1% | -334.0% | -92.8% |
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