-12.5%
FULTP vs SPY
+74.0%
-86.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.2% | +3.3% | -0.1% | +2.3% |
| 30D | -1.9% | -2.7% | +0.8% | -1.1% |
| 3M | -5.6% | -1.7% | -3.9% | -5.2% |
| 6M | -7.3% | +3.1% | -10.4% | -8.2% |
| YTD | -8.8% | +11.9% | -20.7% | -12.0% |
| 1Y | -11.7% | +12.0% | -23.7% | -14.8% |
| 3Y | +29.9% | +78.2% | -48.2% | +7.3% |
| 5Y | -12.5% | +73.2% | -85.7% | -28.4% |
| All | -12.5% | +74.0% | -86.5% | -28.4% |
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