+5.0%
FMUN vs SPY
+48.5%
-43.6%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -3.0% | -1.1% | -1.9% | -2.9% |
| 3M | -3.2% | +3.9% | -7.1% | -3.5% |
| 6M | -2.7% | +13.6% | -16.3% | -3.5% |
| YTD | -1.8% | +12.7% | -14.4% | -2.5% |
| 1Y | +0.1% | +17.5% | -17.4% | -0.9% |
| All | +5.0% | +48.5% | -43.6% | +2.4% |
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