-60.6%
FMC vs SPY
+12.3%
-72.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -5.4% |
| 7D | -16.8% | +0.1% | -16.8% | -16.6% |
| 30D | -35.2% | -3.3% | -31.9% | -33.6% |
| 3M | -48.5% | -2.4% | -46.0% | -47.7% |
| 6M | -59.0% | +2.6% | -61.5% | -61.3% |
| YTD | -60.2% | +11.2% | -71.4% | -65.5% |
| All | -60.6% | +12.3% | -72.9% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling