+809.1%
FUL vs SPY
+3,091.8%
-2,282.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 6M | -15.6% | +13.0% | -28.6% | -25.7% |
| YTD | -8.3% | +13.5% | -21.8% | -19.8% |
| 1Y | -10.7% | +20.0% | -30.6% | -26.4% |
| 3Y | -23.0% | +77.2% | -100.2% | -58.1% |
| 5Y | -15.4% | +81.9% | -97.3% | -55.3% |
| 10Y | +26.2% | +314.1% | -287.8% | -70.8% |
| All | +809.1% | +3,091.8% | -2,282.7% | -36.2% |
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