+86.6%
FMAY vs SPY
+185.4%
-98.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.9% | +2.0% | 0.0% | +0.8% |
| 6M | +6.8% | +13.0% | -6.2% | -0.4% |
| YTD | +7.7% | +13.5% | -5.8% | +0.1% |
| 1Y | +11.7% | +20.0% | -8.3% | +0.5% |
| 3Y | +45.9% | +77.2% | -31.3% | +4.9% |
| 5Y | +54.7% | +81.9% | -27.2% | +7.6% |
| All | +86.6% | +185.4% | -98.8% | +2.6% |
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