-25.5%
FUL vs SPY
+75.1%
-100.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +3.1% |
| 30D | +0.4% | -5.4% | +5.8% | +5.9% |
| 3M | -15.3% | -4.1% | -11.2% | -11.9% |
| 6M | -17.4% | +0.7% | -18.1% | -18.3% |
| YTD | -14.7% | +8.7% | -23.4% | -21.7% |
| 1Y | -11.3% | +10.9% | -22.2% | -20.3% |
| 3Y | -25.5% | +75.0% | -100.5% | -59.5% |
| All | -25.5% | +75.1% | -100.6% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling