-0.7%
FULTP vs SPY
+140.8%
-141.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -2.8% | +2.0% | -4.8% | -3.4% |
| 6M | -4.9% | +13.0% | -17.9% | -8.1% |
| YTD | -2.8% | +13.5% | -16.3% | -6.2% |
| 1Y | -5.2% | +20.0% | -25.1% | -10.0% |
| 3Y | +32.2% | +77.2% | -45.0% | +11.5% |
| 5Y | -9.4% | +81.9% | -91.3% | -25.2% |
| All | -0.7% | +140.8% | -141.5% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling