+59.5%
FSMD vs SPY
+74.5%
-15.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | +0.3% |
| 7D | -4.0% | -4.7% | +0.7% | +0.4% |
| 30D | -2.7% | -5.9% | +3.2% | +3.0% |
| 3M | -5.9% | -4.5% | -1.4% | -1.8% |
| 6M | -0.8% | +1.8% | -2.6% | -2.7% |
| YTD | +12.1% | +8.3% | +3.8% | +3.7% |
| 1Y | +14.4% | +9.3% | +5.1% | +4.9% |
| All | +59.5% | +74.5% | -15.0% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling