+899.4%
FSS vs SPY
+313.2%
+586.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | +10.7% | +2.0% | +8.7% | +8.6% |
| 6M | +2.5% | +13.0% | -10.5% | -8.9% |
| YTD | +10.3% | +13.5% | -3.3% | -2.4% |
| 1Y | -4.1% | +20.0% | -24.0% | -19.4% |
| 3Y | +100.8% | +77.2% | +23.7% | +17.1% |
| 5Y | +200.0% | +81.9% | +118.2% | +69.5% |
| All | +899.4% | +313.2% | +586.3% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling