-94.1%
FSP vs SPY
+304.1%
-398.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | +20.6% | -3.7% | +24.3% | +24.5% |
| 3M | -6.8% | -2.7% | -4.1% | -5.0% |
| 6M | -24.1% | +2.2% | -26.3% | -26.9% |
| YTD | -56.4% | +10.8% | -67.2% | -61.6% |
| 1Y | -64.0% | +11.2% | -75.2% | -68.4% |
| 3Y | -79.5% | +76.5% | -156.0% | -89.4% |
| 5Y | -91.7% | +72.9% | -164.7% | -95.7% |
| 10Y | -94.1% | +304.8% | -398.9% | -98.7% |
| All | -94.1% | +304.1% | -398.2% | -98.7% |
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 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