-94.5%
FSP vs SPY
+315.0%
-409.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +2.4% | -12.0% | -12.2% |
| 7D | -9.7% | +0.1% | -9.8% | -10.2% |
| 30D | +14.2% | -3.3% | +17.6% | +17.5% |
| 3M | -13.7% | -2.4% | -11.3% | -12.3% |
| 6M | -28.1% | +2.6% | -30.6% | -31.0% |
| YTD | -58.7% | +11.2% | -69.9% | -63.8% |
| 1Y | -66.1% | +13.4% | -79.5% | -71.0% |
| 3Y | -80.9% | +79.9% | -160.8% | -90.4% |
| 5Y | -91.7% | +72.2% | -163.9% | -95.6% |
| 10Y | -94.5% | +307.3% | -401.8% | -98.8% |
| All | -94.5% | +315.0% | -409.5% | -98.8% |
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