-3.6%
FMS vs SPY
+13.0%
-16.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | +4.8% | -2.4% | +7.1% | +5.1% |
| 3M | -6.9% | -1.2% | -5.8% | -6.7% |
| 6M | +6.2% | +3.3% | +2.9% | +4.9% |
| YTD | -3.0% | +12.3% | -15.2% | -8.7% |
| 1Y | -3.6% | +12.4% | -16.1% | -9.5% |
| All | -3.6% | +13.0% | -16.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling