+1,087.2%
FSS vs SPY
+2,945.2%
-1,858.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -0.4% |
| 7D | -2.7% | -4.7% | +2.0% | +2.3% |
| 30D | -5.1% | -5.9% | +0.8% | +1.1% |
| 3M | -13.8% | -4.5% | -9.3% | -9.5% |
| 6M | -7.5% | +1.8% | -9.3% | -9.1% |
| YTD | +3.6% | +8.3% | -4.7% | -4.5% |
| 1Y | -0.4% | +9.3% | -9.7% | -9.0% |
| 3Y | +77.1% | +74.9% | +2.2% | -0.2% |
| 5Y | +150.2% | +67.3% | +82.9% | +45.9% |
| 10Y | +904.0% | +311.6% | +592.4% | +124.1% |
| All | +1,087.2% | +2,945.2% | -1,858.0% | -29.8% |
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