+1,101.6%
FSS vs SPY
+2,954.7%
-1,853.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | +0.7% | -2.7% | +3.4% | +3.6% |
| 30D | -0.8% | -5.4% | +4.5% | +5.1% |
| 3M | -11.1% | -4.1% | -7.1% | -7.2% |
| 6M | -8.7% | +0.7% | -9.4% | -9.3% |
| YTD | +4.9% | +8.7% | -3.8% | -3.6% |
| 1Y | +2.8% | +10.9% | -8.1% | -7.5% |
| 3Y | +78.9% | +75.0% | +3.9% | +0.7% |
| 5Y | +153.2% | +67.8% | +85.5% | +47.2% |
| 10Y | +916.2% | +312.9% | +603.3% | +126.1% |
| All | +1,101.6% | +2,954.7% | -1,853.1% | -29.1% |
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