-4.5%
FSK vs SPY
+78.0%
-82.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | +9.2% | -3.3% | +12.5% | +11.5% |
| 3M | -1.2% | -2.4% | +1.2% | +0.2% |
| 6M | +18.0% | +2.6% | +15.4% | +15.6% |
| YTD | -9.4% | +11.2% | -20.6% | -16.1% |
| 1Y | -7.8% | +13.4% | -21.2% | -15.8% |
| 3Y | -4.5% | +79.9% | -84.4% | -33.6% |
| All | -4.5% | +78.0% | -82.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling