-12.3%
FUL vs SPY
+82.0%
-94.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -9.5% | +0.1% | -9.6% | -9.6% |
| 3M | -10.3% | +2.0% | -12.3% | -12.2% |
| 6M | -15.6% | +13.0% | -28.6% | -25.3% |
| YTD | -8.3% | +13.5% | -21.8% | -19.3% |
| 1Y | -10.7% | +20.0% | -30.6% | -25.7% |
| 3Y | -23.0% | +77.2% | -100.2% | -57.0% |
| All | -12.3% | +82.0% | -94.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling