-9.5%
FULTP vs SPY
+130.5%
-140.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.0% | -2.7% | +4.7% | +2.7% |
| 30D | -7.4% | -5.4% | -2.0% | -6.0% |
| 3M | -8.6% | -4.1% | -4.5% | -7.6% |
| 6M | -10.6% | +0.7% | -11.3% | -10.9% |
| YTD | -11.4% | +8.7% | -20.0% | -13.5% |
| 1Y | -13.9% | +10.9% | -24.8% | -16.5% |
| 3Y | +25.0% | +75.0% | -50.0% | +5.7% |
| 5Y | -16.1% | +67.8% | -83.9% | -29.6% |
| All | -9.5% | +130.5% | -140.0% | -25.6% |
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