-93.6%
FSP vs SPY
+845.6%
-939.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -13.0% | +0.1% | -13.1% | -13.2% |
| 3M | -27.3% | +2.0% | -29.3% | -29.6% |
| 6M | -45.2% | +13.0% | -58.2% | -53.9% |
| YTD | -57.4% | +13.5% | -71.0% | -64.4% |
| 1Y | -75.8% | +20.0% | -95.7% | -81.2% |
| 3Y | -78.1% | +77.2% | -155.3% | -90.2% |
| 5Y | -89.1% | +81.9% | -171.0% | -95.4% |
| 10Y | -94.9% | +314.1% | -409.0% | -99.3% |
| All | -93.6% | +845.6% | -939.2% | -99.7% |
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