-98.2%
FMFC vs SPY
+20.8%
-119.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | -11.8% | +0.1% | -12.0% | -11.9% |
| 30D | -34.5% | +0.1% | -34.6% | -34.6% |
| 3M | -47.2% | +2.0% | -49.2% | -48.7% |
| 6M | -57.0% | +13.0% | -70.0% | -61.6% |
| YTD | -25.6% | +13.5% | -39.1% | -33.7% |
| 1Y | -98.2% | +20.0% | -118.1% | -98.2% |
| All | -98.2% | +20.8% | -119.0% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling