+19.8%
FSK vs SPY
+304.1%
-284.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +7.5% | -0.6% | +8.1% | +7.8% |
| 30D | +10.4% | -3.7% | +14.1% | +13.7% |
| 3M | +1.9% | -2.7% | +4.7% | +4.1% |
| 6M | +19.3% | +2.2% | +17.1% | +16.6% |
| YTD | -8.4% | +10.8% | -19.2% | -16.5% |
| 1Y | -7.7% | +11.2% | -18.9% | -16.2% |
| 3Y | -4.1% | +76.5% | -80.6% | -42.8% |
| 5Y | +15.3% | +72.9% | -57.7% | -30.7% |
| 10Y | +19.8% | +304.8% | -285.0% | -64.9% |
| All | +19.8% | +304.1% | -284.3% | -64.9% |
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