+84.0%
FFSM vs SPY
+116.6%
-32.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | -0.2% | +2.0% | -2.2% | -2.3% |
| 6M | +8.2% | +13.0% | -4.8% | -4.9% |
| YTD | +19.1% | +13.5% | +5.6% | +4.2% |
| 1Y | +25.1% | +20.0% | +5.2% | +3.3% |
| 3Y | +66.0% | +77.2% | -11.2% | -9.0% |
| 5Y | +57.4% | +81.9% | -24.5% | -15.5% |
| All | +84.0% | +116.6% | -32.6% | -18.5% |
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