+128.8%
FSMD vs SPY
+208.6%
-79.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +0.4% | +0.1% | +0.2% | +0.2% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +1.8% | +2.0% | -0.2% | -0.2% |
| 6M | +11.0% | +13.0% | -2.1% | -1.3% |
| YTD | +17.5% | +13.5% | +3.9% | +4.1% |
| 1Y | +18.1% | +20.0% | -1.9% | -0.8% |
| 3Y | +56.5% | +77.2% | -20.7% | -9.4% |
| 5Y | +58.0% | +81.9% | -23.9% | -11.1% |
| All | +128.8% | +208.6% | -79.8% | -23.6% |
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