+92.2%
FSEP vs SPY
+153.2%
-60.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.4% |
| 30D | +0.7% | -1.4% | +2.0% | +1.5% |
| 3M | +4.2% | +3.7% | +0.5% | +1.9% |
| 6M | +10.2% | +13.0% | -2.8% | +2.2% |
| YTD | +10.0% | +12.4% | -2.4% | +2.4% |
| 1Y | +13.3% | +18.5% | -5.3% | +2.0% |
| 3Y | +48.9% | +77.6% | -28.7% | +4.3% |
| 5Y | +65.0% | +81.7% | -16.7% | +12.4% |
| All | +92.2% | +153.2% | -60.9% | +7.8% |
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