-78.0%
FMST vs SPY
+79.9%
-157.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.5% | -5.3% |
| 7D | -12.2% | +0.5% | -12.7% | -12.8% |
| 30D | -36.2% | -0.9% | -35.2% | -35.2% |
| 3M | -41.9% | +3.9% | -45.8% | -44.6% |
| 6M | -55.9% | +14.5% | -70.4% | -62.1% |
| YTD | -57.5% | +12.9% | -70.5% | -62.7% |
| 1Y | -71.9% | +19.4% | -91.2% | -76.2% |
| 3Y | -79.7% | +78.5% | -158.2% | -89.1% |
| All | -78.0% | +79.9% | -157.9% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling