+47.9%
FSEA vs SPY
+182.5%
-134.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +1.6% |
| 7D | +3.5% | +5.9% | -2.4% | +1.6% |
| 30D | +3.5% | +5.9% | -2.4% | +1.6% |
| 3M | +3.5% | +5.9% | -2.4% | +1.6% |
| 6M | +36.4% | +21.3% | +15.1% | +28.3% |
| YTD | +30.7% | +12.7% | +18.0% | +25.6% |
| 1Y | +50.0% | +15.7% | +34.3% | +42.9% |
| 3Y | +133.7% | +85.0% | +48.8% | +89.2% |
| 5Y | +47.9% | +90.0% | -42.1% | +17.7% |
| All | +47.9% | +182.5% | -134.6% | -5.6% |
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 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