+5.8%
FMUN vs SPY
+48.8%
-43.0%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | -1.7% | -0.9% | -0.7% | -1.6% |
| 3M | -2.5% | +3.9% | -6.4% | -2.7% |
| 6M | -2.2% | +14.5% | -16.7% | -3.0% |
| YTD | -1.0% | +12.9% | -13.9% | -1.7% |
| 1Y | +1.6% | +19.4% | -17.8% | +0.5% |
| All | +5.8% | +48.8% | -43.0% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling