+713.0%
FMBH vs SPY
+824.8%
-111.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +5.6% | -3.7% | +9.3% | +6.8% |
| 3M | +0.7% | -2.7% | +3.5% | +1.5% |
| 6M | +17.9% | +2.2% | +15.7% | +16.9% |
| YTD | +33.6% | +10.8% | +22.8% | +29.2% |
| 1Y | +41.5% | +11.2% | +30.3% | +36.7% |
| 3Y | +88.3% | +76.5% | +11.8% | +59.8% |
| 5Y | +29.5% | +72.9% | -43.4% | +10.2% |
| 10Y | +134.4% | +304.8% | -170.4% | +76.2% |
| All | +713.0% | +824.8% | -111.8% | +498.6% |
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