+23.6%
FMB vs SPY
+312.9%
-289.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +1.0% | -2.7% | +3.7% | +1.1% |
| 30D | +4.9% | -5.4% | +10.3% | +5.3% |
| 3M | -0.2% | -4.1% | +3.9% | +0.1% |
| 6M | -0.7% | +0.7% | -1.4% | -0.8% |
| YTD | +0.6% | +8.7% | -8.0% | 0.0% |
| 1Y | +1.0% | +10.9% | -9.9% | +0.2% |
| 3Y | +13.0% | +75.0% | -62.0% | +8.4% |
| 5Y | +2.5% | +67.8% | -65.2% | -1.5% |
| All | +23.6% | +312.9% | -289.2% | +10.5% |
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