+93.7%
FSM vs SPY
+71.5%
+22.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +2.1% |
| 7D | +10.7% | +0.1% | +10.6% | +10.5% |
| 30D | -7.8% | -3.3% | -4.5% | -4.2% |
| 3M | -3.1% | -2.4% | -0.7% | -0.2% |
| 6M | -6.4% | +2.6% | -9.0% | -7.9% |
| YTD | +2.7% | +11.2% | -8.6% | -6.2% |
| 1Y | +23.0% | +13.4% | +9.6% | +10.6% |
| 3Y | +236.8% | +79.9% | +156.9% | +92.3% |
| 5Y | +93.7% | +72.2% | +21.5% | +2.2% |
| All | +93.7% | +71.5% | +22.2% | +2.2% |
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