-84.5%
FMC vs SPY
+81.8%
-166.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +7.8% | +0.5% | +7.3% | +7.3% |
| 30D | +21.0% | -0.9% | +21.9% | +21.9% |
| 3M | +16.2% | +3.9% | +12.3% | +12.3% |
| 6M | -7.7% | +14.5% | -22.2% | -18.1% |
| YTD | -6.6% | +12.9% | -19.5% | -15.6% |
| 1Y | -65.0% | +19.4% | -84.4% | -69.5% |
| 3Y | -80.8% | +78.5% | -159.3% | -87.8% |
| 5Y | -84.5% | +81.8% | -166.2% | -90.3% |
| All | -84.5% | +81.8% | -166.3% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling