+15.0%
FSK vs SPY
+308.5%
-293.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -0.4% | +3.3% | -3.7% | -3.2% |
| 30D | +8.5% | -2.7% | +11.2% | +10.7% |
| 3M | -1.0% | -1.7% | +0.8% | +0.2% |
| 6M | +16.3% | +3.1% | +13.2% | +12.8% |
| YTD | -11.2% | +11.9% | -23.1% | -19.7% |
| 1Y | -12.0% | +12.0% | -24.0% | -20.6% |
| 3Y | -7.0% | +78.2% | -85.2% | -45.0% |
| 5Y | +11.1% | +73.2% | -62.2% | -33.3% |
| All | +15.0% | +308.5% | -293.5% | -67.1% |
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