-93.3%
FMFC vs SPY
+12.1%
-105.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.7% |
| 7D | -32.5% | +2.6% | -35.0% | -35.2% |
| 30D | -67.6% | -2.0% | -65.6% | -66.1% |
| 3M | -81.0% | -2.8% | -78.3% | -80.0% |
| 6M | -89.0% | +2.1% | -91.1% | -89.4% |
| YTD | -83.4% | +11.5% | -94.9% | -86.3% |
| 1Y | -93.3% | +13.5% | -106.7% | -94.5% |
| All | -93.3% | +12.1% | -105.3% | -94.5% |
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