+64.0%
FMET vs SPY
+80.5%
-16.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.7% |
| 7D | +0.4% | -0.8% | +1.2% | +1.3% |
| 30D | +0.2% | -1.1% | +1.3% | +1.5% |
| 3M | +5.6% | +3.9% | +1.7% | +1.0% |
| 6M | +18.1% | +13.6% | +4.5% | +1.9% |
| YTD | +7.7% | +12.7% | -4.9% | -6.0% |
| 1Y | +5.8% | +17.5% | -11.7% | -11.9% |
| 3Y | +56.7% | +76.9% | -20.2% | -18.0% |
| All | +64.0% | +80.5% | -16.5% | -18.4% |
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 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