+1,267.8%
SPY vs FE
+561.4%
+706.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | +0.1% | -1.2% | +1.2% | +0.4% |
| 3M | +2.0% | +3.5% | -1.5% | +0.6% |
| 6M | +13.0% | -6.1% | +19.1% | +15.0% |
| YTD | +13.5% | +7.6% | +5.9% | +10.1% |
| 1Y | +20.0% | +11.9% | +8.1% | +14.6% |
| 3Y | +77.2% | +48.4% | +28.8% | +50.8% |
| 5Y | +81.9% | +44.8% | +37.1% | +54.9% |
| 10Y | +314.1% | +115.9% | +198.2% | +190.9% |
| All | +1,267.8% | +561.4% | +706.3% | +542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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