+23.2%
FMED vs SPY
+84.8%
-61.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -1.9% |
| 30D | +2.1% | -1.1% | +3.1% | +3.0% |
| 3M | +21.6% | +3.9% | +17.8% | +17.8% |
| 6M | +23.6% | +13.6% | +10.0% | +11.3% |
| YTD | +14.6% | +12.7% | +1.9% | +3.9% |
| 1Y | +24.6% | +17.5% | +7.1% | +9.2% |
| 3Y | +31.8% | +76.9% | -45.1% | -19.3% |
| All | +23.2% | +84.8% | -61.6% | -26.7% |
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