+93.7%
FSEP vs SPY
+152.9%
-59.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.1% |
| 7D | -0.5% | -0.9% | +0.4% | 0.0% |
| 30D | -1.2% | -2.4% | +1.1% | +0.1% |
| 3M | +1.5% | -1.2% | +2.6% | +2.1% |
| 6M | +5.3% | +3.3% | +2.0% | +3.1% |
| YTD | +10.8% | +12.3% | -1.5% | +3.1% |
| 1Y | +11.8% | +12.4% | -0.6% | +4.0% |
| 3Y | +50.4% | +78.8% | -28.4% | +4.8% |
| 5Y | +60.9% | +75.2% | -14.2% | +11.6% |
| All | +93.7% | +152.9% | -59.3% | +8.6% |
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 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