-93.1%
FSP vs SPY
+805.0%
-898.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | +7.5% | -2.7% | +10.2% | +11.2% |
| 30D | +30.3% | -5.4% | +35.7% | +39.3% |
| 3M | -4.4% | -4.1% | -0.4% | 0.0% |
| 6M | -20.4% | +0.7% | -21.1% | -22.3% |
| YTD | -54.2% | +8.7% | -62.9% | -59.8% |
| 1Y | -61.9% | +10.9% | -72.7% | -67.4% |
| 3Y | -77.2% | +75.0% | -152.2% | -89.8% |
| 5Y | -89.5% | +67.8% | -157.3% | -95.1% |
| 10Y | -93.7% | +312.9% | -406.5% | -99.2% |
| All | -93.1% | +805.0% | -898.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling