-92.2%
FSP vs SPY
+72.1%
-164.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.5% |
| 7D | -7.0% | +2.6% | -9.6% | -9.1% |
| 30D | +2.6% | -2.0% | +4.5% | +3.7% |
| 3M | -11.1% | -2.8% | -8.3% | -9.6% |
| 6M | -21.6% | +2.1% | -23.7% | -23.7% |
| YTD | -57.4% | +11.5% | -68.9% | -61.7% |
| 1Y | -63.2% | +13.5% | -76.7% | -67.4% |
| 3Y | -80.0% | +77.7% | -157.7% | -88.2% |
| All | -92.2% | +72.1% | -164.3% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling