-98.9%
FMFC vs SPY
+26.2%
-125.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | -36.1% | +3.3% | -39.4% | -38.8% |
| 30D | -61.9% | -2.7% | -59.2% | -60.3% |
| 3M | -81.1% | -1.7% | -79.4% | -80.6% |
| 6M | -88.5% | +3.1% | -91.6% | -88.9% |
| YTD | -82.5% | +11.9% | -94.4% | -84.6% |
| 1Y | -92.6% | +12.0% | -104.6% | -93.5% |
| All | -98.9% | +26.2% | -125.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling