-28.6%
FMS vs SPY
+306.4%
-335.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +4.6% | -0.6% | +5.2% | +4.9% |
| 30D | +8.0% | -3.7% | +11.7% | +10.2% |
| 3M | -6.6% | -2.7% | -3.9% | -5.3% |
| 6M | +7.4% | +2.2% | +5.2% | +5.3% |
| YTD | -0.7% | +10.8% | -11.5% | -7.5% |
| 1Y | -0.2% | +11.2% | -11.4% | -7.3% |
| 3Y | +45.7% | +76.5% | -30.8% | -0.7% |
| 5Y | -22.0% | +72.9% | -95.0% | -46.7% |
| All | -28.6% | +306.4% | -335.0% | -75.7% |
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