+51.2%
FMTM vs SPY
+37.7%
+13.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -3.7% | -1.4% | -2.3% | -2.4% |
| 3M | -6.3% | +3.7% | -10.0% | -9.0% |
| 6M | +8.4% | +13.0% | -4.6% | -1.9% |
| YTD | +18.2% | +12.4% | +5.8% | +7.6% |
| 1Y | +34.4% | +18.5% | +15.9% | +18.9% |
| All | +51.2% | +37.7% | +13.5% | +24.0% |
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