+78.0%
FFSM vs SPY
+113.1%
-35.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -2.6% | -2.0% | -0.7% | -0.5% |
| 30D | -6.8% | -1.7% | -5.1% | -5.1% |
| 3M | -0.3% | +4.7% | -5.0% | -5.1% |
| 6M | +8.3% | +12.5% | -4.2% | -4.3% |
| YTD | +15.3% | +11.7% | +3.5% | +2.6% |
| 1Y | +21.8% | +17.5% | +4.3% | +2.8% |
| 3Y | +66.5% | +76.6% | -10.1% | -8.3% |
| 5Y | +55.6% | +82.0% | -26.4% | -16.7% |
| All | +78.0% | +113.1% | -35.1% | -19.8% |
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