-80.8%
FMC vs SPY
+80.4%
-161.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +14.5% | +0.1% | +14.4% | +14.3% |
| 30D | +20.3% | +0.1% | +20.3% | +20.1% |
| 3M | +7.1% | +2.0% | +5.1% | +4.8% |
| 6M | -4.1% | +13.0% | -17.1% | -15.8% |
| YTD | -5.4% | +13.5% | -18.9% | -16.9% |
| 1Y | -64.0% | +20.0% | -83.9% | -69.6% |
| All | -80.8% | +80.4% | -161.2% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling