+243.1%
FMS vs SPY
+1,753.5%
-1,510.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.1% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | +4.8% | -2.4% | +7.1% | +6.0% |
| 3M | -6.9% | -1.2% | -5.8% | -6.6% |
| 6M | +6.2% | +3.3% | +2.9% | +3.6% |
| YTD | -3.0% | +12.3% | -15.2% | -10.2% |
| 1Y | -3.6% | +12.4% | -16.1% | -10.9% |
| 3Y | +42.3% | +78.8% | -36.5% | -1.7% |
| 5Y | -22.6% | +75.2% | -97.7% | -46.5% |
| 10Y | -30.2% | +311.1% | -341.3% | -71.6% |
| All | +243.1% | +1,753.5% | -1,510.4% | -53.7% |
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