+49.6%
FMTM vs SPY
+36.5%
+13.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +0.1% |
| 30D | -5.1% | -2.0% | -3.2% | -3.3% |
| 3M | -6.8% | -2.8% | -4.0% | -4.2% |
| 6M | -9.5% | +2.1% | -11.6% | -10.8% |
| YTD | +17.0% | +11.5% | +5.5% | +7.3% |
| 1Y | +20.9% | +13.5% | +7.4% | +9.7% |
| All | +49.6% | +36.5% | +13.1% | +23.7% |
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