-22.6%
FPS vs SM
+61.9%
-84.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -15.3% | -2.0% | -18.6% |
| 7D | -23.3% | -21.5% | -1.8% | -25.7% |
| 30D | -42.4% | -11.4% | -31.0% | -42.6% |
| 3M | -43.0% | +0.6% | -43.7% | -41.6% |
| 6M | -44.5% | +0.2% | -44.7% | -42.2% |
| All | -22.6% | +61.9% | -84.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling