-77.7%
FMST vs SPY
+78.0%
-155.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | -8.8% | -2.0% | -6.8% | -6.4% |
| 30D | -31.1% | -1.7% | -29.4% | -29.4% |
| 3M | -36.8% | +4.7% | -41.5% | -40.4% |
| 6M | -58.1% | +12.5% | -70.6% | -63.2% |
| YTD | -57.1% | +11.7% | -68.8% | -61.8% |
| 1Y | -70.6% | +17.5% | -88.0% | -74.6% |
| 3Y | -79.5% | +76.6% | -156.1% | -88.9% |
| All | -77.7% | +78.0% | -155.7% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling