+36.6%
FSM vs SPY
+313.4%
-276.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +28.2% | +0.1% | +28.2% | +28.3% |
| 3M | +30.3% | +2.0% | +28.3% | +28.9% |
| 6M | -0.6% | +13.0% | -13.6% | -8.5% |
| YTD | +25.5% | +13.5% | +11.9% | +15.3% |
| 1Y | +61.5% | +20.0% | +41.6% | +43.0% |
| 3Y | +311.7% | +77.2% | +234.5% | +175.7% |
| 5Y | +169.4% | +81.9% | +87.5% | +75.1% |
| All | +36.6% | +313.4% | -276.8% | -49.9% |
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