+126.1%
FSMD vs SPY
+205.2%
-79.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.4% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | +1.6% | -2.4% | +4.0% | +3.9% |
| 3M | -2.5% | -1.2% | -1.3% | -1.5% |
| 6M | +2.3% | +3.3% | -1.0% | -1.0% |
| YTD | +16.1% | +12.3% | +3.8% | +3.8% |
| 1Y | +17.6% | +12.4% | +5.1% | +5.0% |
| 3Y | +66.1% | +78.8% | -12.7% | -4.7% |
| 5Y | +49.1% | +75.2% | -26.1% | -13.1% |
| All | +126.1% | +205.2% | -79.1% | -23.8% |
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