+47.1%
FPX vs SPY
+81.8%
-34.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.7% |
| 7D | +4.0% | +0.5% | +3.5% | +3.2% |
| 30D | +2.2% | -0.9% | +3.1% | +3.5% |
| 3M | -0.2% | +3.9% | -4.1% | -4.9% |
| 6M | +13.8% | +14.5% | -0.7% | -4.4% |
| YTD | +13.4% | +12.9% | +0.5% | -2.9% |
| 1Y | +21.1% | +19.4% | +1.7% | -3.2% |
| 3Y | +112.6% | +78.5% | +34.1% | +4.4% |
| 5Y | +47.1% | +81.8% | -34.7% | -26.7% |
| All | +47.1% | +81.8% | -34.7% | -26.7% |
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 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