+74.7%
FULT vs SPY
+72.1%
+2.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +1.0% | +2.6% | -1.6% | -1.4% |
| 30D | +9.8% | -2.0% | +11.8% | +11.5% |
| 3M | -1.3% | -2.8% | +1.5% | +0.9% |
| 6M | +18.0% | +2.1% | +15.8% | +15.0% |
| YTD | +27.3% | +11.5% | +15.9% | +14.2% |
| 1Y | +40.8% | +13.5% | +27.4% | +24.1% |
| 3Y | +99.5% | +77.7% | +21.8% | +19.2% |
| All | +74.7% | +72.1% | +2.6% | +5.1% |
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