+63.9%
FMX vs SPY
+322.5%
-258.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.4% |
| 30D | -0.5% | -1.1% | +0.6% | +0.2% |
| 3M | -7.6% | +3.9% | -11.5% | -10.0% |
| 6M | +10.5% | +13.6% | -3.1% | +1.5% |
| YTD | +19.2% | +12.7% | +6.5% | +10.0% |
| 1Y | +33.3% | +17.5% | +15.8% | +19.5% |
| 3Y | +19.1% | +76.9% | -57.8% | -20.6% |
| 5Y | +58.4% | +83.6% | -25.2% | +1.2% |
| All | +63.9% | +322.5% | -258.5% | -48.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling