+139.9%
FULT vs SPY
+311.3%
-171.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | +1.8% | +0.5% | +1.2% | +1.2% |
| 30D | -2.6% | -0.9% | -1.6% | -1.6% |
| 3M | +8.0% | +3.9% | +4.1% | +3.4% |
| 6M | +19.0% | +14.5% | +4.4% | +2.5% |
| YTD | +24.3% | +12.9% | +11.4% | +8.8% |
| 1Y | +26.1% | +19.4% | +6.7% | +4.0% |
| 3Y | +105.9% | +78.5% | +27.4% | +11.5% |
| 5Y | +88.1% | +81.8% | +6.4% | -1.1% |
| 10Y | +139.9% | +311.5% | -171.6% | -54.5% |
| All | +139.9% | +311.3% | -171.4% | -54.5% |
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 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