+193.7%
FMAT vs SPY
+433.4%
-239.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.9% |
| 30D | +4.8% | -3.7% | +8.4% | +8.6% |
| 3M | -2.2% | -2.7% | +0.6% | +0.4% |
| 6M | +0.2% | +2.2% | -2.0% | -2.2% |
| YTD | +12.9% | +10.8% | +2.1% | +1.6% |
| 1Y | +19.5% | +11.2% | +8.2% | +7.2% |
| 3Y | +43.4% | +76.5% | -33.1% | -20.1% |
| 5Y | +29.8% | +72.9% | -43.1% | -26.5% |
| 10Y | +151.2% | +304.8% | -153.6% | -41.9% |
| All | +193.7% | +433.4% | -239.7% | -48.7% |
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