-65.7%
FPH vs SPY
+272.0%
-337.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +3.4% | +2.0% | +1.4% | +0.9% |
| 6M | -7.2% | +13.0% | -20.2% | -18.2% |
| YTD | -7.7% | +13.5% | -21.2% | -19.0% |
| 1Y | -8.3% | +20.0% | -28.3% | -24.0% |
| 3Y | +70.9% | +77.2% | -6.3% | -6.9% |
| 5Y | -36.2% | +81.9% | -118.1% | -66.6% |
| All | -65.7% | +272.0% | -337.7% | -91.7% |
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