+2.1%
FMN vs SPY
+322.5%
-320.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -4.8% | -1.1% | -3.8% | -4.6% |
| 3M | -4.9% | +3.9% | -8.8% | -5.7% |
| 6M | -3.1% | +13.6% | -16.8% | -5.7% |
| YTD | -1.9% | +12.7% | -14.6% | -4.4% |
| 1Y | +0.8% | +17.5% | -16.7% | -2.7% |
| 3Y | +20.0% | +76.9% | -56.9% | +5.5% |
| 5Y | -14.9% | +83.6% | -98.5% | -26.3% |
| All | +2.1% | +322.5% | -320.4% | -25.0% |
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 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