+7.6%
FMUB vs SPY
+56.8%
-49.2%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.2% |
| 30D | +2.9% | -2.0% | +4.9% | +3.0% |
| 3M | -1.1% | -2.8% | +1.7% | -0.9% |
| 6M | -0.2% | +2.1% | -2.3% | -0.3% |
| YTD | +0.9% | +11.5% | -10.6% | +0.3% |
| 1Y | +1.3% | +13.5% | -12.2% | +0.7% |
| All | +7.6% | +56.8% | -49.2% | +5.3% |
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