+41.2%
FSK vs SPY
+386.9%
-345.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +5.3% |
| 7D | +4.4% | -4.7% | +9.1% | +8.3% |
| 30D | +7.9% | -5.9% | +13.8% | +13.1% |
| 3M | +9.6% | -4.5% | +14.2% | +13.6% |
| 6M | +9.5% | +1.8% | +7.7% | +7.5% |
| YTD | -10.8% | +8.3% | -19.1% | -16.8% |
| 1Y | -6.5% | +9.3% | -15.9% | -13.5% |
| 3Y | -6.5% | +74.9% | -81.4% | -42.2% |
| 5Y | +12.5% | +67.3% | -54.7% | -28.4% |
| 10Y | +22.4% | +311.6% | -289.2% | -60.1% |
| All | +41.2% | +386.9% | -345.7% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling