+423.8%
FSM vs SPY
+646.1%
-222.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +2.3% |
| 7D | +1.2% | -4.7% | +5.9% | +5.1% |
| 30D | -15.2% | -5.9% | -9.3% | -10.9% |
| 3M | -1.3% | -4.5% | +3.3% | +2.7% |
| 6M | +2.6% | +1.8% | +0.8% | +2.1% |
| YTD | -3.4% | +8.3% | -11.7% | -7.8% |
| 1Y | +20.3% | +9.3% | +11.0% | +14.2% |
| 3Y | +213.9% | +74.9% | +139.1% | +108.4% |
| 5Y | +86.2% | +67.3% | +19.0% | +27.8% |
| 10Y | +33.7% | +311.6% | -277.9% | -54.8% |
| All | +423.8% | +646.1% | -222.4% | +19.7% |
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 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