+197.2%
FMAT vs SPY
+446.4%
-249.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.0% | +2.0% | -1.0% | -1.0% |
| 6M | +0.2% | +13.0% | -12.8% | -11.4% |
| YTD | +14.2% | +13.5% | +0.7% | +0.6% |
| 1Y | +15.8% | +20.0% | -4.2% | -3.6% |
| 3Y | +34.0% | +77.2% | -43.2% | -25.5% |
| 5Y | +36.7% | +81.9% | -45.1% | -26.4% |
| 10Y | +155.7% | +314.1% | -158.3% | -42.1% |
| All | +197.2% | +446.4% | -249.2% | -49.3% |
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