+92.1%
FULT vs SPY
+75.1%
+17.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +3.8% |
| 30D | +7.6% | -5.4% | +13.0% | +13.3% |
| 3M | -1.8% | -4.1% | +2.3% | +1.9% |
| 6M | +10.8% | +0.7% | +10.1% | +9.0% |
| YTD | +26.1% | +8.7% | +17.5% | +14.2% |
| 1Y | +41.7% | +10.9% | +30.8% | +25.4% |
| 3Y | +92.1% | +75.0% | +17.1% | -5.2% |
| All | +92.1% | +75.1% | +17.1% | -5.2% |
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 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