+45.4%
FSM vs SPY
+307.0%
-261.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -6.1% | +2.6% | -8.7% | -7.9% |
| 30D | -11.2% | -2.0% | -9.2% | -9.7% |
| 3M | -13.9% | -2.8% | -11.1% | -11.7% |
| 6M | -15.5% | +2.1% | -17.7% | -16.1% |
| YTD | -8.0% | +11.5% | -19.4% | -13.9% |
| 1Y | +7.5% | +13.5% | -6.0% | -0.5% |
| 3Y | +197.0% | +77.7% | +119.3% | +101.3% |
| 5Y | +133.3% | +72.6% | +60.7% | +58.7% |
| All | +45.4% | +307.0% | -261.6% | -24.9% |
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