+154.9%
FSS vs SPY
+67.4%
+87.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +0.7% | -2.7% | +3.4% | +3.4% |
| 30D | -0.8% | -5.4% | +4.5% | +4.7% |
| 3M | -11.1% | -4.1% | -7.1% | -7.4% |
| 6M | -8.7% | +0.7% | -9.4% | -9.3% |
| YTD | +4.9% | +8.7% | -3.8% | -3.0% |
| 1Y | +2.8% | +10.9% | -8.1% | -6.7% |
| 3Y | +78.9% | +75.0% | +3.9% | +8.4% |
| All | +154.9% | +67.4% | +87.5% | +58.3% |
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