+209.6%
FMAO vs SPY
+322.5%
-112.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | +0.6% | -0.8% | +1.3% | +1.3% |
| 30D | +0.9% | -1.1% | +2.0% | +1.9% |
| 3M | +26.0% | +3.9% | +22.2% | +21.1% |
| 6M | +42.9% | +13.6% | +29.3% | +25.3% |
| YTD | +45.9% | +12.7% | +33.2% | +28.9% |
| 1Y | +38.6% | +17.5% | +21.1% | +17.3% |
| 3Y | +116.7% | +76.9% | +39.8% | +22.1% |
| 5Y | +82.2% | +83.6% | -1.4% | -3.3% |
| All | +209.6% | +322.5% | -112.9% | -20.0% |
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