-85.4%
FMC vs SPY
+315.0%
-400.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -6.3% |
| 7D | -16.8% | +0.1% | -16.8% | -16.9% |
| 30D | -35.2% | -3.3% | -31.9% | -33.5% |
| 3M | -48.5% | -2.4% | -46.0% | -47.7% |
| 6M | -59.0% | +2.6% | -61.5% | -60.5% |
| YTD | -60.2% | +11.2% | -71.4% | -64.6% |
| 1Y | -60.3% | +13.4% | -73.7% | -65.4% |
| 3Y | -87.8% | +79.9% | -167.7% | -93.4% |
| 5Y | -94.0% | +72.2% | -166.2% | -96.7% |
| 10Y | -85.4% | +307.3% | -392.7% | -97.1% |
| All | -85.4% | +315.0% | -400.4% | -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