+39.2%
FSM vs SPY
+312.9%
-273.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.2% |
| 7D | +8.3% | -2.7% | +11.0% | +10.6% |
| 30D | -4.9% | -5.4% | +0.5% | -0.6% |
| 3M | +0.6% | -4.1% | +4.7% | +4.2% |
| 6M | -2.2% | +0.7% | -2.9% | -1.9% |
| YTD | -1.9% | +8.7% | -10.6% | -6.4% |
| 1Y | +20.6% | +10.9% | +9.7% | +13.6% |
| 3Y | +230.6% | +75.0% | +155.6% | +126.4% |
| 5Y | +89.0% | +67.8% | +21.2% | +30.9% |
| All | +39.2% | +312.9% | -273.6% | -47.7% |
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