+265.4%
FPX vs SPY
+312.5%
-47.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.3% |
| 30D | +1.5% | -1.4% | +2.9% | +3.2% |
| 3M | -1.2% | +3.7% | -4.9% | -5.0% |
| 6M | +10.7% | +13.0% | -2.3% | -3.3% |
| YTD | +12.1% | +12.4% | -0.3% | -1.4% |
| 1Y | +18.7% | +18.5% | +0.1% | -1.3% |
| 3Y | +110.1% | +77.6% | +32.5% | +14.4% |
| 5Y | +44.8% | +81.7% | -36.9% | -21.9% |
| 10Y | +265.4% | +319.7% | -54.3% | -16.5% |
| All | +265.4% | +312.5% | -47.1% | -16.5% |
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 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