+1,534.6%
FMX vs SPY
+1,024.8%
+509.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -3.2% | +0.1% | -3.2% | -3.3% |
| 3M | -0.4% | +2.0% | -2.4% | -2.3% |
| 6M | +11.2% | +13.0% | -1.8% | -0.7% |
| YTD | +22.7% | +13.5% | +9.2% | +9.0% |
| 1Y | +45.1% | +20.0% | +25.2% | +22.5% |
| 3Y | +21.1% | +77.2% | -56.1% | -30.1% |
| 5Y | +64.7% | +81.9% | -17.2% | -10.1% |
| 10Y | +65.3% | +314.1% | -248.7% | -60.6% |
| All | +1,534.6% | +1,024.8% | +509.8% | +27.2% |
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