+25.9%
FMF vs SPY
+72.2%
-46.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.7% |
| 30D | -3.8% | -3.7% | -0.1% | -3.8% |
| 3M | +0.5% | -2.7% | +3.3% | +0.5% |
| 6M | -0.8% | +2.2% | -2.9% | -0.7% |
| YTD | +9.0% | +10.8% | -1.8% | +9.4% |
| 1Y | +8.7% | +11.2% | -2.5% | +9.1% |
| 3Y | +19.4% | +76.5% | -57.1% | +24.9% |
| 5Y | +25.9% | +72.9% | -47.1% | +37.2% |
| All | +25.9% | +72.2% | -46.3% | +37.2% |
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