+17.7%
FSMB vs SPY
+225.1%
-207.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | 0.0% | +2.0% | -2.0% | -0.1% |
| 6M | 0.0% | +13.0% | -13.0% | -0.4% |
| YTD | +1.1% | +13.5% | -12.4% | +0.7% |
| 1Y | +2.2% | +20.0% | -17.8% | +1.5% |
| 3Y | +10.7% | +77.2% | -66.5% | +8.3% |
| 5Y | +7.3% | +81.9% | -74.6% | +4.7% |
| All | +17.7% | +225.1% | -207.4% | +10.7% |
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