+189.2%
FMAT vs SPY
+436.5%
-247.3%
-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% | +0.2% | +0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -2.2% |
| 30D | +3.7% | -2.0% | +5.7% | +5.7% |
| 3M | -1.9% | -2.8% | +0.8% | +0.7% |
| 6M | -2.5% | +2.1% | -4.6% | -4.8% |
| YTD | +11.2% | +11.5% | -0.3% | -0.5% |
| 1Y | +16.9% | +13.5% | +3.4% | +2.8% |
| 3Y | +41.4% | +77.7% | -36.3% | -21.8% |
| 5Y | +25.4% | +72.6% | -47.2% | -28.8% |
| 10Y | +149.6% | +308.2% | -158.6% | -42.8% |
| All | +189.2% | +436.5% | -247.3% | -49.8% |
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