-72.5%
FMST vs SPY
+78.4%
-150.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.4% | -16.0% | -15.9% |
| 7D | +0.4% | -0.6% | +1.0% | +1.5% |
| 30D | +13.0% | -3.7% | +16.7% | +19.3% |
| 3M | -48.9% | -2.7% | -46.1% | -46.8% |
| 6M | -58.6% | +2.2% | -60.8% | -59.3% |
| YTD | -67.2% | +10.8% | -78.0% | -70.4% |
| 1Y | -74.4% | +11.2% | -85.6% | -76.8% |
| 3Y | -72.5% | +76.5% | -149.0% | -78.9% |
| All | -72.5% | +78.4% | -150.9% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling