+29.2%
FMF vs SPY
+464.0%
-434.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | -0.7% | +2.0% | -2.7% | -0.8% |
| 6M | +1.7% | +13.0% | -11.3% | +1.3% |
| YTD | +9.5% | +13.5% | -4.0% | +9.1% |
| 1Y | +12.5% | +20.0% | -7.5% | +11.9% |
| 3Y | +18.8% | +77.2% | -58.4% | +17.3% |
| 5Y | +28.0% | +81.9% | -53.9% | +26.9% |
| 10Y | +31.5% | +314.1% | -282.5% | +25.6% |
| All | +29.2% | +464.0% | -434.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling