-86.0%
FMC vs SPY
+308.5%
-394.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.4% | -10.1% | -10.1% |
| 7D | -16.6% | +3.3% | -19.9% | -19.4% |
| 30D | -39.1% | -2.7% | -36.4% | -37.9% |
| 3M | -50.1% | -1.7% | -48.4% | -49.8% |
| 6M | -60.9% | +3.1% | -64.0% | -62.5% |
| YTD | -62.8% | +11.9% | -74.7% | -67.1% |
| 1Y | -62.5% | +12.0% | -74.5% | -66.8% |
| 3Y | -88.9% | +78.2% | -167.0% | -93.9% |
| 5Y | -94.4% | +73.2% | -167.6% | -96.9% |
| All | -86.0% | +308.5% | -394.5% | -97.1% |
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 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