-29.2%
FMS vs SPY
+312.9%
-342.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +4.1% | -2.7% | +6.8% | +5.7% |
| 30D | +13.1% | -5.4% | +18.5% | +16.7% |
| 3M | -2.9% | -4.1% | +1.2% | -0.7% |
| 6M | +15.9% | +0.7% | +15.2% | +14.7% |
| YTD | +2.2% | +8.7% | -6.5% | -3.7% |
| 1Y | +0.2% | +10.9% | -10.7% | -6.8% |
| 3Y | +51.9% | +75.0% | -23.1% | +4.0% |
| 5Y | -23.6% | +67.8% | -91.4% | -46.8% |
| All | -29.2% | +312.9% | -342.1% | -77.2% |
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