-89.4%
FSP vs SPY
+82.0%
-171.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -13.0% | +0.1% | -13.1% | -13.1% |
| 3M | -27.3% | +2.0% | -29.3% | -28.7% |
| 6M | -45.2% | +13.0% | -58.2% | -50.9% |
| YTD | -57.4% | +13.5% | -71.0% | -62.0% |
| 1Y | -75.8% | +20.0% | -95.7% | -79.3% |
| 3Y | -78.1% | +77.2% | -155.3% | -86.8% |
| All | -89.4% | +82.0% | -171.4% | -93.8% |
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 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