+123.8%
FSMD vs SPY
+203.0%
-79.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +2.4% | +2.6% | -0.2% | -0.1% |
| 30D | +1.6% | -2.0% | +3.6% | +3.5% |
| 3M | -4.7% | -2.8% | -1.9% | -2.2% |
| 6M | +2.4% | +2.1% | +0.2% | +0.2% |
| YTD | +14.9% | +11.5% | +3.4% | +3.5% |
| 1Y | +17.9% | +13.5% | +4.4% | +4.4% |
| 3Y | +64.5% | +77.7% | -13.1% | -5.1% |
| 5Y | +47.1% | +72.6% | -25.5% | -13.0% |
| All | +123.8% | +203.0% | -79.3% | -24.1% |
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