+879.7%
FPX vs SPY
+750.7%
+128.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -5.2% | -2.7% | -2.5% | -2.6% |
| 30D | -11.1% | -5.4% | -5.7% | -5.9% |
| 3M | -10.7% | -4.1% | -6.7% | -6.8% |
| 6M | -15.1% | +0.7% | -15.8% | -15.3% |
| YTD | -1.9% | +8.7% | -10.6% | -9.0% |
| 1Y | -0.2% | +10.9% | -11.1% | -9.0% |
| 3Y | +98.1% | +75.0% | +23.1% | +19.2% |
| 5Y | +22.3% | +67.8% | -45.5% | -22.2% |
| 10Y | +231.2% | +312.9% | -81.6% | -4.6% |
| All | +879.7% | +750.7% | +128.9% | +50.0% |
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 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