-8.8%
FSK vs SPY
+9.9%
-18.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +6.1% | -2.7% | +8.8% | +7.6% |
| 30D | +8.8% | -5.4% | +14.2% | +12.7% |
| 3M | +2.2% | -4.1% | +6.3% | +4.8% |
| 6M | +10.7% | +0.7% | +10.0% | +9.2% |
| YTD | -10.5% | +8.7% | -19.1% | -16.9% |
| 1Y | -8.8% | +10.9% | -19.7% | -16.6% |
| All | -8.8% | +9.9% | -18.7% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling