+20.8%
FSK vs SPY
+312.9%
-292.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +6.1% | -2.7% | +8.8% | +8.3% |
| 30D | +8.8% | -5.4% | +14.2% | +13.8% |
| 3M | +2.2% | -4.1% | +6.3% | +5.7% |
| 6M | +10.7% | +0.7% | +10.0% | +9.5% |
| YTD | -10.5% | +8.7% | -19.1% | -17.0% |
| 1Y | -8.8% | +10.9% | -19.7% | -17.0% |
| 3Y | -5.9% | +75.0% | -80.9% | -43.5% |
| 5Y | +12.9% | +67.8% | -54.9% | -30.3% |
| All | +20.8% | +312.9% | -292.0% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling