+62.6%
FMX vs SPY
+81.0%
-18.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -1.6% | -1.4% | -0.2% | -1.0% |
| 3M | -2.1% | +3.7% | -5.8% | -3.8% |
| 6M | +11.2% | +13.0% | -1.8% | +4.8% |
| YTD | +20.2% | +12.4% | +7.8% | +13.5% |
| 1Y | +39.6% | +18.5% | +21.1% | +28.5% |
| 3Y | +22.9% | +77.6% | -54.7% | -8.9% |
| 5Y | +62.6% | +81.7% | -19.1% | +17.1% |
| All | +62.6% | +81.0% | -18.4% | +17.1% |
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