-60.1%
FMC vs SPY
+312.5%
-372.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | -7.8% | -0.4% | -7.4% | -7.5% |
| 30D | +17.5% | -1.4% | +18.9% | +19.1% |
| 3M | +7.6% | +3.7% | +3.9% | +3.5% |
| 6M | -11.9% | +13.0% | -24.9% | -22.6% |
| YTD | -10.3% | +12.4% | -22.7% | -20.3% |
| 1Y | -65.4% | +18.5% | -84.0% | -70.6% |
| 3Y | -81.6% | +77.6% | -159.3% | -89.8% |
| 5Y | -85.2% | +81.7% | -166.9% | -92.1% |
| 10Y | -60.1% | +319.7% | -379.8% | -91.8% |
| All | -60.1% | +312.5% | -372.7% | -91.8% |
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