+33.0%
FMED vs SPY
+76.5%
-43.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -2.2% | -0.4% | -1.9% | -1.9% |
| 30D | +3.1% | -1.4% | +4.4% | +4.2% |
| 3M | +24.0% | +3.7% | +20.3% | +20.3% |
| 6M | +22.5% | +13.0% | +9.5% | +10.8% |
| YTD | +15.6% | +12.4% | +3.2% | +5.0% |
| 1Y | +24.1% | +18.5% | +5.6% | +8.0% |
| All | +33.0% | +76.5% | -43.5% | -19.6% |
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