+233.6%
FMS vs SPY
+1,746.9%
-1,513.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -8.7% | +3.3% | -12.0% | -10.5% |
| 30D | +2.5% | -2.7% | +5.2% | +3.9% |
| 3M | -8.9% | -1.7% | -7.2% | -8.3% |
| 6M | +1.0% | +3.1% | -2.0% | -1.4% |
| YTD | -5.7% | +11.9% | -17.6% | -12.5% |
| 1Y | -6.2% | +12.0% | -18.2% | -13.0% |
| 3Y | +38.4% | +78.2% | -39.8% | -4.2% |
| 5Y | -24.5% | +73.2% | -97.7% | -47.5% |
| 10Y | -32.2% | +309.6% | -341.8% | -72.3% |
| All | +233.6% | +1,746.9% | -1,513.4% | -54.9% |
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