-79.0%
FSP vs SPY
+78.7%
-157.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | +3.3% | -5.6% | -4.7% |
| 30D | +5.0% | -2.7% | +7.7% | +6.8% |
| 3M | -6.7% | -1.7% | -4.9% | -5.9% |
| 6M | -19.2% | +3.1% | -22.3% | -21.9% |
| YTD | -55.3% | +11.9% | -67.2% | -59.6% |
| 1Y | -63.7% | +12.0% | -75.7% | -67.2% |
| All | -79.0% | +78.7% | -157.8% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling