+265.4%
FMS vs SPY
+1,688.1%
-1,422.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +4.6% |
| 7D | +2.3% | -4.7% | +7.0% | +5.2% |
| 30D | +5.5% | -5.9% | +11.4% | +9.2% |
| 3M | -1.0% | -4.5% | +3.6% | +1.6% |
| 6M | +21.9% | +1.8% | +20.1% | +20.0% |
| YTD | +3.3% | +8.3% | -5.0% | -2.2% |
| 1Y | +1.5% | +9.3% | -7.8% | -4.5% |
| 3Y | +49.5% | +74.9% | -25.4% | +4.7% |
| 5Y | -22.8% | +67.3% | -90.0% | -45.1% |
| 10Y | -27.3% | +311.6% | -338.9% | -70.4% |
| All | +265.4% | +1,688.1% | -1,422.7% | -49.6% |
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