+214.8%
FYX vs SPY
+322.5%
-107.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.2% |
| 30D | -3.5% | -1.1% | -2.5% | -2.4% |
| 3M | +1.5% | +3.9% | -2.4% | -2.9% |
| 6M | +17.9% | +13.6% | +4.3% | +2.0% |
| YTD | +24.0% | +12.7% | +11.3% | +8.3% |
| 1Y | +28.6% | +17.5% | +11.1% | +7.2% |
| 3Y | +73.8% | +76.9% | -3.1% | -8.9% |
| 5Y | +63.0% | +83.6% | -20.6% | -18.1% |
| All | +214.8% | +322.5% | -107.6% | -40.9% |
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