+94.1%
FMX vs SPY
+72.1%
+22.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.6% | +2.6% | -1.0% | +0.4% |
| 30D | +9.3% | -2.0% | +11.3% | +10.2% |
| 3M | +14.9% | -2.8% | +17.7% | +16.2% |
| 6M | +10.3% | +2.1% | +8.2% | +8.9% |
| YTD | +36.4% | +11.5% | +24.9% | +29.0% |
| 1Y | +46.7% | +13.5% | +33.2% | +37.5% |
| 3Y | +23.9% | +77.7% | -53.8% | -8.8% |
| All | +94.1% | +72.1% | +22.0% | +41.2% |
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 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