+153.9%
FMAT vs SPY
+318.9%
-165.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.6% | -2.0% | -1.6% | -1.7% |
| 30D | -4.4% | -1.7% | -2.7% | -2.8% |
| 3M | +2.3% | +4.7% | -2.4% | -2.4% |
| 6M | +0.7% | +12.5% | -11.8% | -10.4% |
| YTD | +10.4% | +11.7% | -1.3% | -1.1% |
| 1Y | +12.3% | +17.5% | -5.2% | -4.4% |
| 3Y | +33.3% | +76.6% | -43.3% | -25.3% |
| 5Y | +34.7% | +82.0% | -47.3% | -27.1% |
| All | +153.9% | +318.9% | -165.0% | -42.5% |
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 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