+47.0%
FSMD vs SPY
+72.7%
-25.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +2.5% | +3.3% | -0.8% | -0.5% |
| 30D | +0.5% | -2.7% | +3.1% | +3.0% |
| 3M | -4.3% | -1.7% | -2.5% | -2.8% |
| 6M | +2.1% | +3.1% | -1.0% | -0.9% |
| YTD | +14.9% | +11.9% | +3.0% | +3.4% |
| 1Y | +16.1% | +12.0% | +4.2% | +4.4% |
| 3Y | +64.5% | +78.2% | -13.7% | -3.6% |
| All | +47.0% | +72.7% | -25.7% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling