-37.6%
FMS vs SPY
+311.3%
-348.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | -7.5% | -0.9% | -6.6% | -7.0% |
| 3M | +3.0% | +3.9% | -0.9% | +0.4% |
| 6M | +1.8% | +14.5% | -12.8% | -6.8% |
| YTD | -2.0% | +12.9% | -14.9% | -9.5% |
| 1Y | -7.0% | +19.4% | -26.3% | -17.0% |
| 3Y | +16.0% | +78.5% | -62.4% | -21.4% |
| 5Y | -32.6% | +81.8% | -114.3% | -55.4% |
| 10Y | -37.6% | +311.5% | -349.1% | -78.8% |
| All | -37.6% | +311.3% | -348.9% | -78.8% |
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