-8.5%
FULTP vs SPY
+135.9%
-144.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -5.3% | -3.3% | -1.9% | -4.4% |
| 3M | -7.0% | -2.4% | -4.6% | -6.4% |
| 6M | -9.5% | +2.6% | -12.1% | -10.2% |
| YTD | -10.4% | +11.2% | -21.6% | -13.1% |
| 1Y | -12.3% | +13.4% | -25.7% | -15.4% |
| 3Y | +27.6% | +79.9% | -52.3% | +7.1% |
| 5Y | -14.9% | +72.2% | -87.1% | -29.1% |
| All | -8.5% | +135.9% | -144.4% | -25.2% |
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 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