+38.6%
FMB vs SPY
+401.6%
-363.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | -2.3% | +2.0% | -4.3% | -2.4% |
| 6M | -2.0% | +13.0% | -15.0% | -2.6% |
| YTD | -0.5% | +13.5% | -14.0% | -1.2% |
| 1Y | +3.1% | +20.0% | -16.9% | +2.1% |
| 3Y | +9.7% | +77.2% | -67.5% | +6.2% |
| 5Y | +0.9% | +81.9% | -81.0% | -2.7% |
| 10Y | +20.6% | +314.1% | -293.4% | +12.8% |
| All | +38.6% | +401.6% | -363.1% | +31.1% |
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