+20.9%
FPX vs SPY
+67.4%
-46.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | -5.2% | -2.7% | -2.5% | -1.7% |
| 30D | -11.1% | -5.4% | -5.7% | -4.2% |
| 3M | -10.7% | -4.1% | -6.7% | -5.6% |
| 6M | -15.1% | +0.7% | -15.8% | -15.6% |
| YTD | -1.9% | +8.7% | -10.6% | -11.6% |
| 1Y | -0.2% | +10.9% | -11.1% | -12.1% |
| 3Y | +98.1% | +75.0% | +23.1% | 0.0% |
| All | +20.9% | +67.4% | -46.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling