-0.1%
FMNY vs SPY
+101.5%
-101.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | -3.1% | -1.1% | -2.1% | -3.1% |
| 3M | -3.7% | +3.9% | -7.6% | -3.9% |
| 6M | -3.1% | +13.6% | -16.7% | -3.5% |
| YTD | -1.9% | +12.7% | -14.6% | -2.3% |
| 1Y | -0.1% | +17.5% | -17.6% | -0.8% |
| 3Y | +9.0% | +76.9% | -67.9% | +6.4% |
| 5Y | -1.1% | +83.6% | -84.7% | -3.9% |
| All | -0.1% | +101.5% | -101.6% | -3.4% |
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 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