-8.5%
FPS vs SM
+58.1%
-66.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +1.5% |
| 7D | +3.1% | +0.1% | +3.0% | +3.2% |
| 30D | -18.6% | +26.3% | -44.9% | -11.0% |
| 3M | -51.5% | +8.7% | -60.1% | -48.6% |
| 6M | -8.5% | +51.7% | -60.2% | +15.6% |
| All | -8.5% | +58.1% | -66.6% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling