+79.4%
FMAR vs SPY
+110.8%
-31.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.1% |
| 7D | +0.3% | +0.5% | -0.3% | -0.1% |
| 30D | +0.5% | -0.9% | +1.4% | +1.0% |
| 3M | +3.1% | +3.9% | -0.8% | +0.7% |
| 6M | +11.9% | +14.5% | -2.7% | +3.1% |
| YTD | +12.6% | +12.9% | -0.3% | +4.6% |
| 1Y | +16.2% | +19.4% | -3.2% | +4.2% |
| 3Y | +48.7% | +78.5% | -29.8% | +3.8% |
| 5Y | +65.6% | +81.8% | -16.1% | +11.8% |
| All | +79.4% | +110.8% | -31.4% | +11.2% |
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