-93.7%
FMC vs SPY
+67.4%
-161.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.6% | -7.5% |
| 7D | -9.2% | -2.7% | -6.5% | -7.1% |
| 30D | -38.1% | -5.4% | -32.7% | -35.6% |
| 3M | -46.2% | -4.1% | -42.1% | -44.7% |
| 6M | -61.3% | +0.7% | -62.0% | -61.9% |
| YTD | -58.6% | +8.7% | -67.2% | -61.6% |
| 1Y | -55.4% | +10.9% | -66.3% | -59.4% |
| 3Y | -88.5% | +75.0% | -163.5% | -92.5% |
| All | -93.7% | +67.4% | -161.1% | -95.8% |
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 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