-63.1%
FSP vs SPY
+13.0%
-76.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -4.5% | -0.9% | -3.6% | -3.9% |
| 30D | +16.7% | -2.4% | +19.0% | +18.3% |
| 3M | -4.5% | -1.2% | -3.4% | -4.0% |
| 6M | -20.8% | +3.3% | -24.0% | -23.1% |
| YTD | -55.3% | +12.3% | -67.6% | -59.1% |
| 1Y | -63.1% | +12.4% | -75.5% | -66.1% |
| All | -63.1% | +13.0% | -76.0% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling