+11.1%
FSK vs SPY
+82.0%
-70.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +12.7% | +0.1% | +12.6% | +12.7% |
| 3M | +18.0% | +2.0% | +16.0% | +16.3% |
| 6M | +23.3% | +13.0% | +10.3% | +12.7% |
| YTD | -8.3% | +13.5% | -21.9% | -16.5% |
| 1Y | -17.8% | +20.0% | -37.8% | -28.1% |
| 3Y | -4.3% | +77.2% | -81.5% | -38.0% |
| All | +11.1% | +82.0% | -70.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling