+249.9%
FMS vs SPY
+1,774.1%
-1,524.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.1% | +0.1% | -5.2% | -5.2% |
| 3M | +3.3% | +2.0% | +1.3% | +1.8% |
| 6M | +2.4% | +13.0% | -10.7% | -5.2% |
| YTD | -1.0% | +13.5% | -14.6% | -8.7% |
| 1Y | -3.0% | +20.0% | -23.0% | -13.5% |
| 3Y | +4.9% | +77.2% | -72.2% | -26.9% |
| 5Y | -32.1% | +81.9% | -114.0% | -54.1% |
| 10Y | -36.6% | +314.1% | -350.6% | -74.2% |
| All | +249.9% | +1,774.1% | -1,524.2% | -52.9% |
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