+230.8%
FPX vs SPY
+315.0%
-84.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +1.6% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | -7.3% | -3.3% | -4.0% | -3.4% |
| 3M | -7.8% | -2.4% | -5.3% | -5.0% |
| 6M | -10.6% | +2.6% | -13.1% | -12.7% |
| YTD | +2.3% | +11.2% | -8.9% | -8.7% |
| 1Y | +2.7% | +13.4% | -10.7% | -10.2% |
| 3Y | +109.4% | +79.9% | +29.5% | +12.5% |
| 5Y | +25.5% | +72.2% | -46.6% | -28.4% |
| 10Y | +230.8% | +307.3% | -76.5% | -22.0% |
| All | +230.8% | +315.0% | -84.2% | -22.0% |
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